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1. Generalizing smooth transition autoregressions. (2016). Zanetti Chini, Emilio.
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2. Bayesian Calibration of Generalized Pools of Predictive Distributions. (2016). Ravazzolo, Francesco ; Casarin, Roberto ; Mantoan, Giulia .
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3. Forecasting exchange rates under parameter and model uncertainty. (2016). Beckmann, Joscha ; Schussler, Rainer .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:60:y:2016:i:c:p:267-288.

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4. Dynamic model averaging in large model spaces using dynamic Occam׳s window. (2016). onorante, luca ; Raftery, Adrian E.
   In: European Economic Review.
   RePEc:eee:eecrev:v:81:y:2016:i:c:p:2-14.

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5. Credit risk stress testing for EU15 banks: a model combination approach. (2016). Papadopoulos, Savas ; Sager, Thomas .
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6. Bayesian Nonparametric Calibration and Combination of Predictive Distributions. (2015). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico.
   In: Working Papers.
   RePEc:ven:wpaper:2015:04.

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7. Granger-Causal-Priority and Choice of Variables in Vector Autoregressions. (2015). Maćkowiak, Bartosz ; MacKowiak, Bartosz .
   In: 2015 Meeting Papers.
   RePEc:red:sed015:66.

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8. Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Krueger, Fabian .
   In: Working Papers (Old Series).
   RePEc:fip:fedcwp:1439.

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9. Optimal combination of survey forecasts. (2015). Giannone, Domenico ; Conflitti, Cristina ; de Mol, Christine .
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:31:y:2015:i:4:p:1096-1103.

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10. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

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11. Generalised density forecast combinations. (2015). Price, Simon ; Mitchell, James ; Fawcett, Nicholas ; Kapetanios, G.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:188:y:2015:i:1:p:150-165.

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12. Forecasting with factor-augmented regression: A frequentist model averaging approach. (2015). Hansen, Bruce ; Cheng, XU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:280-293.

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13. CES technology and business cycle fluctuations. (2015). Yang, Bo ; Pearlman, Joseph ; Levine, Paul ; Cantore, Cristiano.
    In: Journal of Economic Dynamics and Control.
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14. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2015). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal.
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15. Optimal Portfolio Choice under Decision-Based Model Combinations. (2015). Ravazzolo, Francesco ; Pettenuzzo, Davide.
    In: Working Papers.
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16. Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2015). Leiva-Leon, Danilo ; Guérin, Pierre.
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17. A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities. (2014). Casarin, Roberto ; Molina, German ; Leisen, Fabrizio ; Horst, Enrique Ter.
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18. Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities. (2014). van der Wel, Michel ; van Dijk, Dick ; Opschoor, Anne.
    In: Tinbergen Institute Discussion Papers.
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19. On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2014). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Çakmaklı, Cem ; and Herman K. van Dijk, ; Basturk, Nalan ; Cakmakli, Cem .
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20. CES Technology and Business Cycle Fluctuations. (2014). Yang, Bo ; Pearlman, Joseph ; Levine, Paul ; Cantore, Cristiano.
    In: School of Economics Discussion Papers.
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21. Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2014). Leiva-Leon, Danilo ; Guérin, Pierre.
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22. Generalised Density Forecast Combinations. (2014). Price, Simon ; Mitchell, James ; Fawcett, Nicholas ; Kapetanios, G..
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23. Combining forecasts of electricity consumption in China with time-varying weights updated by a high-order Markov chain model. (2014). Zhao, Weigang ; Lu, Hai Yan ; Wang, Jianzhou.
    In: Omega.
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24. Measuring output gap nowcast uncertainty. (2014). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony.
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25. An algorithm for constructing high dimensional distributions from distributions of lower dimension. (2014). Prokhorov, Artem ; Anatolyev, Stanislav ; Khabibullin, Renat .
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26. A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics. (2014). Pettenuzzo, Davide ; Timmermann, Allan G ; Valkanov, Rossen .
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27. Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Pettenuzzo, Davide ; Timmermann, Allan G ; Gargano, Antonio .
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28. Optimal Portfolio Choice under Decision-Based Model Combinations. (2014). Ravazzolo, Francesco ; Pettenuzzo, Davide.
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29. A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics. (2014). Pettenuzzo, Davide ; Timmermann, Allan ; Valkanov, Rossen .
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30. Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio .
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31. Generalised density forecast combinations. (2014). Price, Simon ; Mitchell, James ; Fawcett, Nicholas ; Kapetanios, George.
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32. Measuring economic slack in Asia and the Pacific. (2014). Morley, James.
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33. Quantile aggregation of density forecasts. (2014). Busetti, Fabio.
    In: Temi di discussione (Economic working papers).
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34. A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities. (2014). Casarin, Roberto ; Horst, Enrique Ter ; Molina, German ; Leisen, Fabrizio.
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35. An Empirical BVAR-DSGE Model of the Australian Economy. (2013). Robinson, Tim ; Langcake, Sean.
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36. Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version. (2013). Hansen, Bruce ; Cheng, Xu.
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37. Forecasting with DSGE models with financial frictions. (2013). Rubaszek, Michał ; Kolasa, Marcin.
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38. Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio .
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39. Granger-causal-priority and choice of variables in vector autoregressions. (2013). Maćkowiak, Bartosz ; Jarociński, Marek ; Makowiak, Bartosz ; Jarociski, Marek.
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40. Prediction using several macroeconomic models. (2013). Geweke, John ; amisano, gianni.
    In: Working Paper Series.
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41. Granger-Causal-Priority and Choice of Variables in Vector Autoregressions. (2013). Maćkowiak, Bartosz ; Jarociński, Marek ; MacKowiak, Bartosz Adam ; Jarocinski, Marek.
    In: CEPR Discussion Papers.
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42. Efficient Bayesian Multivariate Surface Regression. (2013). Li, Feng ; Villani, Mattias.
    In: Scandinavian Journal of Statistics.
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43. Moving towards probability forecasting. (2013). Wakerly, Elizabeth C ; Vahey, Shaun P.
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44. Practical considerations for optimal weights in density forecast combination. (2012). Vasnev, Andrey L. ; Pauwels, Laurent L..
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45. Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach. (2012). Hansen, Bruce ; Cheng, Xu.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:12-046.

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46. Confronting Model Misspecification in Macroeconomics. (2012). Zha, Tao ; Waggoner, Daniel.
    In: NBER Working Papers.
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47. Confronting model misspecification in macroeconomics. (2012). Zha, Tao ; Waggoner, Daniel.
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    RePEc:eee:econom:v:171:y:2012:i:2:p:167-184.

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48. Optimal Combination of Survey Forecasts. (2012). Giannone, Domenico ; Conflitti, Cristina ; de Mol, Christine .
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49. Optimal Combination of Survey Forecasts. (2012). Giannone, Domenico ; Conflitti, Cristina ; de Mol, Christine .
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50. Disagreement, Uncertainty and the True Predictive Density. (2011). Nolte, Ingmar ; Kruger, Fabian.
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    RePEc:knz:dpteco:1143.

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