Combining forecasts: A review and annotated bibliography

[1]  G. Anandalingam,et al.  Bayesian forecast combination and Kalman filtering , 1989 .

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[3]  B. Pereira,et al.  Experience in combining subjective and quantitative forecasts of open market rates , 1989 .

[4]  C. W. Bischoff The combination of macroeconomic forecasts , 1989 .

[5]  Sevket I. Gunter,et al.  N‐step combinations of forecasts , 1989 .

[6]  J. Guerard Composite model building for foreign exchange rates , 1989 .

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[9]  G. Anandalingam,et al.  Linear combination of forecasts: A general Bayesian model , 1989 .

[10]  Mark J. Kamstra,et al.  Combining algorithms based on robust estimation techniques and co-integrating restrictions , 1989 .

[11]  Samprit Chatterjee,et al.  The combining of forecasts using recursive techniques with non‐stationary weights , 1989 .

[12]  John Guerard,et al.  Collinearity and the Use of Latent Root Regression for Combining GNP Forecasts , 1989 .

[13]  R. Dawes,et al.  Heuristics and Biases: Clinical versus Actuarial Judgment , 2002 .

[14]  R. Clemen,et al.  Econometric GNP forecasts: Incremental information relative to naive extrapolation , 1989 .

[15]  Allan H. Murphy,et al.  Statistical Analysis of Interrelationships between Objective and Subjective Temperature Forecasts , 1988 .

[16]  Edna M. White,et al.  A framework for the combination of forecasts , 1988 .

[17]  Marcus O'Connor,et al.  The use of non‐time series information in sales forecasting: A case study , 1988 .

[18]  Sunil Gupta,et al.  Combination of Economic Forecasts: An Odds-Matrix Approach , 1988 .

[19]  K. Holden,et al.  A Comparison of Some Inflation, Growth and Unemployment Forecasts , 1988 .

[20]  J. Dickinson “COMPANY FORECAST ACCURACY FOR EXPONENTIAL SMOOTHING MODELS OF EARNINGS‐PER‐SHARE DATA FOR FINANCIAL DECISION MAKING”: A COMMENT , 1988 .

[21]  Francis X. Diebold,et al.  Serial Correlation and the Combination of Forecasts , 1988 .

[22]  Francis X. Diebold,et al.  The use of prior information in forecast combination , 1990 .

[23]  Carl R. Beidleman,et al.  Composite Earnings Forecasting Efficiency , 1987 .

[24]  E. Adam,et al.  An empirical evaluation of alternative forecasting combinations , 1987 .

[25]  T. Mills,et al.  A time series forecasting system for the UK money supply , 1987 .

[26]  Robert F. Phillips Composite Forecasting: An Integrated Approach and Optimality Reconsidered , 1987 .

[27]  Robert S. Harris,et al.  Consensus forests of corporate earnings: analysts' forecasts and time series methods , 1987 .

[28]  R. Mcnown,et al.  A re-evaluation of the combination and adjustment of forecasts , 1987 .

[29]  Sunil Gupta,et al.  Combination of Forecasts: An Extension , 1987 .

[30]  Jeffrey L. Ringuest,et al.  Simple rules for combining forecasts: Some empirical results , 1987 .

[31]  John B. Guerard,et al.  Linear constraints, robust‐weighting and efficient composite modeling , 1987 .

[32]  Jane Haltmaier,et al.  Minimum variance pooling of forecasts at different levels of aggregation , 1987 .

[33]  Robert Pavur,et al.  A comparison of the accuracy of the Box-Jenkins method with that of automated forecasting methods , 1987 .

[34]  Ilkka Virtanen,et al.  Forecasting stock market prices in a thin security market , 1987 .

[35]  Paul Newbold,et al.  Combining forecasts to improve earnings per share prediction: An examination of electric utilities , 1987 .

[36]  Jay Holmen A note on the value of combining short-term earnings forecasts: A test of Granger and Ramanathan , 1987 .

[37]  Douglas J. Dalrymple Sales forecasting practices: Results from a United States survey , 1987 .

[38]  Jeffrey Jarrett Business Forecasting Methods , 1987 .

[39]  R. H. Edmundson,et al.  The accuracy of combining judgemental and statistical forecasts , 1986 .

[40]  M. Beenstock,et al.  The Performance of UK Exchange Rate Forecasters , 1986 .

[41]  Robert H. Ashton,et al.  Combining the judgments of experts: How many and which ones? , 1986 .

[42]  A. H. Murphy,et al.  Objective and Subjective Precipitation Probability Forecasts: Some Methods for Improving Forecast Quality , 1986 .

[43]  K. Holden,et al.  An empirical investigation of combinations of economic forecasts , 1986 .

[44]  D. Hendry,et al.  Econometric Evaluation of Linear Macro-Economic Models , 1986 .

[45]  Heejoon Kang Unstable Weights in the Combination of Forecasts , 1986 .

[46]  Allan H. Murphy,et al.  Objective and Subjective Precipitation Probability Forecasts: Statistical Analysis of Some Interrelationships , 1986 .

[47]  Anthony M. Santomero,et al.  The Stability of Money Demand and Forecasting through Changes in Regimes [The Demand for Money Revisited] [The Case of the Missing Money] , 1986 .

[48]  Carl R. Beidleman,et al.  A new look at forecasting annual corporate earnings in the U.S.A. , 1986 .

[49]  Christian Genest,et al.  Combining Probability Distributions: A Critique and an Annotated Bibliography , 1986 .

[50]  T. Gulledge,et al.  Subjective evaluation of composite econometric policy inputs , 1986 .

[51]  Steven P. Schnaars A comparison of extrapolation models on yearly sales forecasts , 1986 .

[52]  F. Diebold,et al.  Structural change and the combination of forecasts , 1986 .

[53]  A. H. Ashton,et al.  Does consensus imply accuracy in accounting studies of decision making?: Alison Hubbard Ashton, Accounting Review 60 (185) 173–85 , 1986 .

[54]  Donald Poskitt,et al.  The selection and use of linear and bilinear time series models , 1986 .

[55]  David A. Bessler,et al.  On Bayesian Composite Forecasting , 1986 .

[56]  R. L. Winkler,et al.  Combining Economic Forecasts , 1986 .

[57]  R. Clemen Linear constraints and the efficiency of combined forecasts , 1986 .

[58]  Robert H. Ashton,et al.  Aggregating Subjective Forecasts: Some Empirical Results , 1985 .

[59]  Anthony E. Bopp,et al.  On Combining Forecasts: Some Extensions and Results , 1985 .

[60]  Jon A. Brandt,et al.  Combining price forecasting with hedging of hogs: An evaluation using alternative measures of risk , 1985 .

[61]  R. Fildes Quantitative Forecasting—the State of the Art: Econometric Models , 1985 .

[62]  C. E. Agnew Multiple Probability Assessments by Dependent Experts , 1985 .

[63]  Derek W. Bunn Forecasting electric loads with multiple predictors , 1985 .

[64]  G. Taylor Combination of estimates of outstanding claims in non-life insurance , 1985 .

[65]  Robert L. Winkler,et al.  Limits for the Precision and Value of Information from Dependent Sources , 1985, Oper. Res..

[66]  William R. Ferrell,et al.  Combining Individual Judgments , 1985 .

[67]  Sean Holly,et al.  The role of time series analysis in the evaluation of econometric models , 1985 .

[68]  Terence C. Mills,et al.  Forecasting contemporaneous aggregates and the combination of forecasts: The case of the U.K. monetary aggregates , 1985 .

[69]  Marcus O'Connor,et al.  An examination of the accuracy of judgmental extrapolation of time series , 1985 .

[70]  Robert T. Clemen Extraneous expert information , 1985 .

[71]  D. Bunn Statistical efficiency in the linear combination of forecasts , 1985 .

[72]  C. E. Agnew,et al.  Bayesian consensus forecasts of macroeconomic variables , 1985 .

[73]  J. Scott Armstrong,et al.  Forecasting by Extrapolation: Conclusions from 25 Years of Research , 1984 .

[74]  Clive W. J. Granger,et al.  Combining competing forecasts of inflation using a bivariate arch model , 1984 .

[75]  Derek W. Bunn,et al.  Efficiency of the independence assumption in the combination of forecasts , 1984 .

[76]  Arthur J. Adams,et al.  Management Judgment Forecasts, Composite Forecasting Models, and Conditional Efficiency , 1984 .

[77]  Essam Mahmoud,et al.  Accuracy in forecasting: A survey , 1984 .

[78]  R. Webb,et al.  Defining and Improving the Accuracy of Macroeconomic Forecasts: Contributions from a VAR Model , 1984 .

[79]  Scott E. Hein,et al.  On the Accuracy of Time-Series, Interest Rate, and Survey Forecasts of Inflation , 1984 .

[80]  J. Xander,et al.  Combining time-series and econometric forecast of tourism activity , 1984 .

[81]  J. Scott Armstrong,et al.  Commentary on the Makridakis Time Series Competition (M-Competition) , 2005 .

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[83]  Josef Lakonishok,et al.  A Study of Economists' Consensus Forecasts , 1983 .

[84]  R. L. Winkler,et al.  Averages of Forecasts: Some Empirical Results , 1983 .

[85]  Robert A Fildes,et al.  The Use of Information in Balance of Payments Forecasting , 1983 .

[86]  Jon A. Brandt,et al.  Price forecasting and evaluation: An application in agriculture , 1983 .

[87]  Stephen Figlewski,et al.  Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency , 1983 .

[88]  Reza Moinpour,et al.  Managerial Judgment in Marketing: The Concept of Expertise , 1983 .

[89]  Robert Carbone,et al.  Comparing for Different Time Series Methods the Value of Technical Expertise Individualized Analysis, and Judgmental Adjustment , 1983 .

[90]  Brandon Charles,et al.  Econometric forecasts: evaluation and revision , 1983 .

[91]  Stephen Figlewski,et al.  Optimal Price Forecasting Using Survey Data , 1983 .

[92]  Derek W. Bunn,et al.  Forecasting the Effects of Television Programming upon Electricity Loads , 1983 .

[93]  G. H. Moore The President's Economic Report: A Forecasting Record , 1983 .

[94]  Victor Zarnowitz,et al.  The Accuracy of Individual and Group Forecasts from Business Outlook Surveys , 1982 .

[95]  Gary R. Reeves,et al.  Combining multiple forecasts given multiple objectives , 1982 .

[96]  E. P. Howrey,et al.  The Use of Outside Information in Econometric Forecasting , 1982 .

[97]  G. W. Hill Group versus individual performance: are n + 1 heads better than one?" psychological bulletin , 1982 .

[98]  Robert L. Winkler,et al.  The accuracy of extrapolation (time series) methods: Results of a forecasting competition , 1982 .

[99]  R. Bordley The Combination of Forecasts: a Bayesian Approach , 1982 .

[100]  Essam Mahmoud,et al.  Short-term forecasting : matching techniques to tasks : an integrated framework and empirical investigation , 1982 .

[101]  A. Harvey Time series models , 1983 .

[102]  David A. Bessler,et al.  Forecasting livestock prices with individual and composite methods , 1981 .

[103]  Simon French,et al.  Linear Combination of Forecasts — A Comment , 1981 .

[104]  Edwin J. Elton,et al.  Expectations and Share Prices , 1981 .

[105]  K. McConway Marginalization and Linear Opinion Pools , 1981 .

[106]  Murphy A. Sewall Relative Information Contributions of Consumer Purchase Intentions and Management Judgment as Explanators of Sales , 1981 .

[107]  R. L. Winkler Combining Probability Distributions from Dependent Information Sources , 1981 .

[108]  D. Bunn Two Methodologies for the Linear Combination of Forecasts , 1981 .

[109]  Jon A. Brandt,et al.  Composite Forecasting: An Application with U.S. Hog Prices , 1981 .

[110]  Gary R. Reeves,et al.  Consensus Time Series Forecasting , 1981 .

[111]  M. N. Bhattacharyya The prediction performance of the Bonn Monetary Model1 , 1980 .

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[114]  J. Schmidt Forecasting state retail sales: Econometric vs. time series models , 1979 .

[115]  E. S. Gardner A NOTE ON FORECAST MODIFICATION BASED UPON RESIDUAL ANALYSIS , 1979 .

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[117]  Michèle Hibon,et al.  Accuracy of Forecasting: An Empirical Investigation , 1979 .

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[120]  Derek W. Bunn,et al.  Forecasting Political Risk , 1978 .

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[127]  M. J. Morris Forecasting the Sunspot Cycle , 1977 .

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[129]  R. Hogarth Methods for Aggregating Opinions , 1977 .

[130]  Robin M. Hogarth,et al.  Quality of Group Judgment , 1977 .

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[133]  G. Rausser,et al.  An Econometric Analysis of Wilderness Area Use , 1976 .

[134]  Steven D. Wood,et al.  "Combining Forecasts to Predict Property Values for Single-Family Residences": Reply , 1976 .

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[137]  Charles R. Nelson,et al.  The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors , 1975 .

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