Forecast combination and the Bank of England’s suite of statistical forecasting models

By George Kapetanios, Vincent Labhard, Simon Price. 2008

121 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/822e296157ef9a3b383ddd93c5a2fcdc412ca6a8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Xinyu Zhang
2. Alan T. K. Wan
3. Guohua Zou
4. Xun Lu
5. Liangjun Su
6. Giuseppe De Luca
7. J. R. Magnus

Citations in the corpus

• Model averaging by jackknife criterion in models with dependent data (2013, background): “There is also an emerging empirical literature that employs FMA in applied settings (Kapetanios et al., 2008a,b; Pesaran et al., 2009; Wan and Zhang, 2009).”