Active Bibliography

143 Strictly Proper Scoring Rules, Prediction, and Estimation – Tilmann GNEITING , Adrian E. RAFTERY - 2007
19 Calibrated probabilistic forecasting at the Stateline wind energy center: The regime-switching space-time (RST) method – Tilmann Gneiting, Kristin Larson, Kenneth Westrick, Marc G. Genton, Eric Aldrich - 2004
Local Proper Scoring Rules – Werner Ehm, Tilmann Gneiting - 2009
9 Predictive model assessment for count data – Claudia Czado, Tilmann Gneiting, Leonhard Held - 2007
16 Evaluating the Survey of Professional Forecasters probability distributions of expected inflation based on derived probability forecasts – Michael P. Clements - 2005
Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models – Anders Warne, Günter Coenen, Kai Christoffel, Anders Warne, Günter Coenen, Kai Christoffel - 1536
„Combining Forecast Densities from VARs and DSGEs with Uncertain Instabilities“ www.bundesbank.de Combining VAR and DSGE Forecast Densities ∗ – Anne Sofie Jore, James Mitchell, Shaun Vahey, Ida Wolden Bache, Ida Wolden Bache, Anne Sofie Jore, James Mitchell, Shaun P. Vahey - 2009
1 Density nowcasts and model combination: nowcasting Euro-area GDP growth over the 2008-9 recession ∗ – Gian Luigi Mazzi, James Mitchell, Gaetana Montana - 2010
2 Probabilistic Forecasts of Wind Speed: Ensemble Model Output Statistics using Heteroskedastic Censored Regression – Thordis L. Thorarinsdottir, Tilmann Gneiting - 2008
8 FORECASTING WITH DSGE MODELS – Kai Christoffel, Günter Coenen, Anders Warne - 2010
Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange – Francis X. Diebold, Jinyong Hahn, Anthony S. Tay, Anthony M. Santomero
2 Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange – Francis X. Diebold, Jinyong Hahn, Anthony S. Tay - 1998
72 Multivariate Density Forecast Evaluation and Calibration – Francis X. Diebold, Jinyong Hahn, Anthony S. Tay - 1999
11 Combining Forecast Densities from VARs with Uncertain Instabilities – Anne Sofie Jore, James Mitchell, Shaun P. Vahey - 2008
11 Evaluating Density Forecasts: Forecast Combinations, Model Mixtures, Calibration and Sharpness – James Mitchell, Kenneth F. Wallis - 2008
Style Analysis and Value-at-Risk of Asia-Focused Hedge Funds – unknown authors
30 Evaluating, comparing and combining density forecasts using the KLIC with an application to the Bank of England and NIESR “fan” charts of inflation – James Mitchell, Stephen G. Hall - 2005
26 Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities – Aki Vehtari, Jouko Lampinen - 2002
1098 MONTHLY WEATHER REVIEW VOLUME 133 Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation – Tilmann Gneiting, Adrian E. Raftery, Anton H. Westveld Iii, Tom Goldman - 2004