11-123/4 - Combination Schemes for Turning Point Predictions


  • Authors
    Monica 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 date
    August 22, 2011
  • Keywords
    Turning Points, Markov-switching, Forecast Combination, Bayesian Model Averaging
  • JEL
    C11, C15, C53, E37