Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

Dynamic Bayesian predictive synthesis in time series forecasting

(2018) Kenichiro McAlinn et al.   JOURNAL OF ECONOMETRICS

Combined Density Nowcasting in an Uncertain Economic Environment

(2017) Knut Are Aastveit et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Scalable Bayesian Modeling, Monitoring, and Analysis of Dynamic Network Flow Data

(2017) Xi Chen et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Dynamic prediction pools: An investigation of financial frictions and forecasting performance

(2016) Marco Del Negro et al.   JOURNAL OF ECONOMETRICS

Generalised density forecast combinations

(2015) G. Kapetanios et al.   JOURNAL OF ECONOMETRICS

Parallel Sequential Monte Carlo for Efficient Density Combination: TheDeCoMATLABToolbox

(2015) Roberto Casarin et al.   Journal of Statistical Software

Probability aggregation in time-series: Dynamic hierarchical modeling of sparse expert beliefs

(2014) Ville A. Satopää et al.   Annals of Applied Statistics

Nowcasting GDP in Real Time: A Density Combination Approach

(2013) Knut Are Aastveit et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Time-varying combinations of predictive densities using nonlinear filtering

(2013) Monica Billio et al.   JOURNAL OF ECONOMETRICS

Combining predictive distributions

(2013) Tilmann Gneiting et al.   Electronic Journal of Statistics

Time Varying Dimension Models

(2012) Joshua C.C. Chan et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Bayesian Analysis of Latent Threshold Dynamic Models

(2012) Jouchi Nakajima et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Optimal prediction pools

(2011) John Geweke et al.   JOURNAL OF ECONOMETRICS

Aggregating expert judgement

(2011) Simon French   Revista de la Real Academia de Ciencias Exactas Fisicas y Naturales Serie A-Matematicas