Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness (2011)

First Author: Mitchell J
Attributed to:  Producing Robust Density Forecasts: Applications to Monetary Policy funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1002/jae.1192

Publication URI: http://dx.doi.org/10.1002/jae.1192

Type: Journal Article/Review

Parent Publication: Journal of Applied Econometrics

Issue: 6