Michael W. McCracken 2008 - Central Bank Research Hub

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Title Other author(s)

Combining Forecasts From Nested Models

St Louis Fed Working Papers [View] (Paper: 2008-037, 23.10.2008)

Averaging Forecasts from VARs with Uncertain Instabilities

St Louis Fed Working Papers [View] (Paper: 2008-030, 26.08.2008)

JEL: C32, C53, E37

Improving Forecast Accuracy by Combining Recursive and Rolling Forecasts

St Louis Fed Working Papers [View] (Paper: 2008-028, 22.08.2008)

Tests of Equal Predictive Ability with Real-Time Data

St Louis Fed Working Papers [View] (Paper: 2008-029, 22.08.2008)

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