A. Jore

Economics and Econometrics · 2010–2014

A researcher in the Science corpus: 2 papers; trusts 22 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 48 citations into it; #6,793 of 23,481 by trust here, #9,863 by citations
• Management Science and Operations Research — 23 citations into it; #3,057 of 11,946 by trust here, #3,572 by citations
• Finance — 22 citations into it

Whom A. Jore trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jeremy Berkowitz
2. Allan G. Timmermann
3. Michael P. Clements
4. James H. Stock
5. Adrian E. Raftery
6. K. Wallis
7. R. Giacomini
8. Stephen G. Hall
9. Todd E. Clark
10. Tilmann Gneiting

Who trusts A. Jore overall

1. Malte Knüppel
2. Todd E. Clark
3. Christian Kascha
4. Francesco Ravazzolo
5. A. Opschoor
6. Federico Bassetti
7. Xiaoqian Wang
8. K. Wallis
9. Dick Van Dijk
10. K. Aastveit

Papers from A. Jore's perspective

Ordered by how strongly the researchers A. Jore trusts endorse each paper. Same corpus, a different order for every researcher.

1. Estimating the Dimension of a Model
2. Macroeconomic Forecasting Using Diffusion Indexes
3. Combination forecasts of output growth in a seven-country data set
4. Chapter 4 Forecast Combinations
5. Strictly Proper Scoring Rules, Prediction, and Estimation
6. Present position and potential developments: some personal views
7. Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
8. Testing Density Forecasts, With Applications to Risk Management
9. Chi-Squared Tests of Interval and Density Forecasts, and the Bank of England's Fan Charts (Social Science Research Network)
10. Selection of estimation window in the presence of breaks

Their papers

• Nowcasting GDP in Real Time: A Density Combination Approach (2014) — 133 citations
• Combining forecast densities from VARs with uncertain instabilities (2010) — 188 citations