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Combining VAR Forecast Densities Using Fast Fourier Transform. (2010). Rysanek, Jakub ; Ryanek, Jakub.
In: Acta Oeconomica Pragensia.
RePEc:prg:jnlaop:v:2010:y:2010:i:5:id:318:p:72-88.

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  10. ENDERS, W. 2004. Applied Econometric Time Series. Hoboken, NJ : Wiley&Sons, 2004.
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  12. HAMILTON, J. 1994. Time Series Analysis. Princeton, NJ : Princeton University Press, 1994.
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  14. KASCHA, C.; RAVAZZOLO, F. 2009. Combining Infl ation Density Forecasts. Norges Bank, 2009.

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  17. LITTERMAN, R. 1986. Forecasting with Bayesian Vector Autoregressions: Five Years of Experience.

  18. SALA-I-MARTIN, X.; DOPPELHOFER, G.; MILLER, R. 2004. Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach. American Economic Review. 2004, vol. 94, no. 4, s. 813–835.

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    In: CFS Working Paper Series.
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  2. Alternative tests for correct specification of conditional predictive densities. (2017). Sekhposyan, Tatevik ; Rossi, Barbara.
    In: Economics Working Papers.
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  3. Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility. (2016). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis.
    In: NBER Working Papers.
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  4. Evaluating Point and Density Forecasts of DSGE Models. (2015). Wolters, Maik.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:30:y:2015:i:1:p:74-96.

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  5. A Predictive Likelihood Approach to Bayesian Averaging. (2015). Jeabek, Toma ; Perkova, Radka.
    In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
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  6. Alternative Tests for Correct Specification of Conditional Predictive Densities. (2015). Sekhposyan, Tatevik ; Rossi, Barbara.
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  7. Evaluating point and density forecasts of DSGE models. (2013). Wolters, Maik.
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  8. Some Tools for Robustifying Econometric Analyses. (2013). Hoornweg, V..
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  9. Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?. (2013). Rossi, Barbara ; Kısacıkoğlu, Burçin ; Gürkaynak, Refet ; Gurkaynak, Refet S. ; Kisacikoglu, Burin.
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  10. Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik.
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  11. Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik.
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  12. Forecasting under Model Uncertainty. (2011). Wolters, Maik.
    In: VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis.
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  13. Measuring Core Inflation in Australia with Disaggregate Ensembles. (2010). Vahey, Shaun P ; Ravazzolo, Francesco.
    In: RBA Annual Conference Volume (Discontinued).
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  14. Combining VAR Forecast Densities Using Fast Fourier Transform. (2010). Rysanek, Jakub ; Ryanek, Jakub.
    In: Acta Oeconomica Pragensia.
    RePEc:prg:jnlaop:v:2010:y:2010:i:5:id:318:p:72-88.

    Full description at Econpapers || Download paper

  15. Combining forecast densities from VARs with uncertain instabilities. (2010). Vahey, Shaun ; Mitchell, James ; Jore, Anne Sofie.
    In: Journal of Applied Econometrics.
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  16. Does forecast combination improve Norges Bank inflation forecasts?. (2010). Thorsrud, Leif ; Smith, Christie ; Jore, Anne Sofie ; Bjørnland, Hilde ; Gerdrup, Karsten R. ; Bjornland, Hilde C..
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  17. Evaluating ensemble density combination - forecasting GDP and inflation. (2009). Thorsrud, Leif ; Smith, Christie ; Jore, Anne Sofie ; Gerdrup, Karsten R..
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  18. Macro modelling with many models. (2009). Vahey, Shaun ; Ravazzolo, Francesco ; Mitchell, James ; Bache, Ida Wolden.
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  19. Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks. (2008). Strachan, Rodney ; Koop, Gary ; Jochmann, Markus.
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  20. Combining inflation density forecasts. (2008). Ravazzolo, Francesco ; Kascha, Christian.
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  21. Combining forecast densities from VARs with uncertain instabilities. (2008). Vahey, Shaun ; Mitchell, James ; Jore, Anne Sofie.
    In: Working Paper.
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  22. Combining Canadian Interest-Rate Forecasts. (2008). Romanyuk, Yuliya ; Bolder, David.
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