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Combining German macro economic forecasts using rank-based techniques

Authors
  • Klapper, Matthias
Publication Date
Jan 01, 1998
Source
Eldorado - Ressourcen aus und für Lehre, Studium und Forschung
Keywords
Language
English
License
Unknown
External links

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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