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Combining German macro economic forecasts using rank-based techniques

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Eldorado - Ressourcen aus und für Lehre, Studium und Forschung
Keywords
  • Ddc:310
  • Combination Of Forecasts
  • Macro Economic Forecasts
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Abstract

Macro economic forecast data from Germany is gathered and combined using various combination techniques. Rank-based combination methods are presented that outperform the simple average and least squares based methods.

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