Now showing items 1-4 of 4

    • Bayesian Calibration of Generalized Pools of Predictive Distributions 

      Casarin, R; Mantoan, G; Ravazzolo, F (2016)
      Decision-makers often consult different experts to build reliable forecasts on variables of interest. Combining more opinions and calibrating them to maximize the forecast accuracy is consequently a crucial issue in several ...
    • Combination Schemes for Turning Point Predictions 

      Billio, M; Casarin, R; Ravazzolo, F; van Dijk, HK (2012)
      We propose new forecast combination schemes for predicting turning points of business cycles. The proposed combination schemes are based on the forecasting performances of a given set of models with the aim to provide ...
    • Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 

      Casarin, R; Grassi, S; Ravazzolo, F; van Dijk, HK (2015)
      This paper presents the MATLAB package DeCo (density combination) which is based on the paper by Billio, Casarin, Ravazzolo, and van Dijk (2013) where a constructive Bayesian approach is presented for combining predictive ...
    • Time-varying Combinations of Predictive Densities using Nonlinear Filtering 

      Billio, M; Casarin, R; Ravazzolo, F; Van Dijk, HK (2013)
      We propose a Bayesian combination approach for multivariate predictive densities which relies upon a distributional state space representation of the combination weights. Several specifications of multivariate time-varying ...