A0310
Title: Comparing Alternative Methods of Combining Density Forecasts - with an Application to US inflation and GDP Growth
Authors: James Mitchell - University of Warwick (United Kingdom) [presenting]
Ana Galvao - University of Warwick (United Kingdom)
Anthony Garratt - University of Warwick (United Kingdom)
Abstract: The performance of a wide range of alternative density forecast combination or pooling methods is explored via Monte Carlo and in an application forecasting US output growth and inflation using a large number of macroeconomic predictors.
