Invited review combining forecasts—twenty years later

Journal of Forecasting

Volumn 8, Issue 3, 1989, Pages 167-173

  Granger, C W J ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Combinations; Encompassing; Forecasts; Information sets; Integrated; Quantiles

Indexed keywords

EID: 84984516669     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.3980080303     Document Type: Article

References (15)

1. New methods of quality control
2. The combination of forecasts
3. Econometric evaluation of linear macro‐economic models
4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
5. Combining short‐ and long‐run forecasts: an application of seasonal co‐integration to monthly electricity sales forecasting
6. Combining competing forecasts of inflation using a bivariate ARCH model
7. Optimal price forecasting using survey data
8. Combining probability distributions
9. Interval forecasting: an analysis based upon ARCH‐quantile estimates
10. Improved methods for combining forecasts
11. The encompassing approach in economics
12. The encompassing principle and its application to non‐nested hypotheses
13. The prediction performance of the FRB‐MIT‐PENN model of the US economy