Combining German macro economic forecasts using rank-based techniques
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Date
1998
Authors
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Journal ISSN
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Publisher
Universitätsbibliothek Dortmund
Abstract
Macro economic forecast data from Germany is gathered and combined using various combination techniques. Rank-based combination methods are presented that outperform the simple average and least squares based methods.
Description
Table of contents
Keywords
combination of forecasts, macro economic forecasts