Combining inflation density forecasts

Journal of Forecasting

Volumn 29, Issue 1-2, 2010, Pages 231-250

  Kascha, Christian ^a   Ravazzolo, Francesco ^a  

^a NORGES BANK   (Norway)

Author keywords

Density forecasts; Forecast combination; Inflation forecasting; Logarithmic combinations

Indexed keywords

COMBINATION METHOD; DENSITY FORECAST; ESTIMATION WINDOWS; EX ANTES; FORECAST COMBINATIONS; FORECASTING MODELS; INFLATION FORECASTING; KULLBACK LEIBLER DIVERGENCE; LOGARITHMIC COMBINATION; MOVING ESTIMATION;

FORECASTING;

EID: 77449150345     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1147     Document Type: Article

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