Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/105955
Authors: 
Theobald, Thomas
Year of Publication: 
2012
Series/Report no.: 
IMK Working Paper 89
Abstract: 
This paper analyzes the real-time out-of-sample performance of three kinds of combination schemes. While for each the set of underlying forecasts is slightly modified, all of them are real-time recession probability forecasts generated by a dynamic probit indicator. Among the considered aggregations the most efficient turns out to be one that neglects the correlations between the forecast errors.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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