Nonlinear forecast combinations: An example using euro-area real GDP growth
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DOI: 10.1016/j.jebo.2018.09.021
Abstract: Abstract The forecasting literature shows that when a number of different forecasters produce forecasts of the same variable it is almost always possible to produce a better forecast by linearly combining the individual forecasts. Moreover,… read more here.
Keywords: real gdp; nonlinear forecast; euro area; gdp growth ... See more keywords