On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates
收藏NBER2022-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29635
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资源简介：
We propose methods for constructing regularized mixtures of density forecasts. We explore a variety of objectives and regularization penalties, and we use them in a substantive exploration of Eurozone inflation and real interest rate density forecasts. All individual inflation forecasters (even the
提供机构：
美国国家经济研究局
创建时间：
2022-01-01
