11-123/4 - Combination Schemes for Turning Point Predictions
-
AuthorsMonica Billio, University of Venice, Gretta Assoc. and School for Advanced Studies In Venice; Roberto Casarin, University of Venice, Gretta Assoc. and School for Advanced Studies In Venice; Francesco Ravazzolo, Norges Bank; Herman K. van Dijk, Erasmus University Rotterdam, VU University Amsterdam
-
Publication dateAugust 22, 2011
-
KeywordsTurning Points, Markov-switching, Forecast Combination, Bayesian Model Averaging
-
JELC11, C15, C53, E37