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Macroeconomic model reference

Forecast ensemble Model

Combination of several base forecasters -- simple averages, weighted blends, or stacking -- to reduce single-model risk.

Empirical forecasting models · Sources

Forecast ensemble sources, papers, and evidence trail

Primary papers, model variants, source notes, and review signals behind the Forecast ensemble page.

References

Reference sources

Reference material used for orientation; read primary and academic sources first when claims conflict.

  1. [S1] Reference

    Bates, Granger (1969) --- foundational paper on forecast combination, established the basic variance-reduction principle

    Reference

  2. [S2] Reference

    Granger, Ramanathan (1984) --- regression-based combination weights with and without constraints

    Reference

  3. [S3] Reference

    Stock, Watson (2004) --- documented time variation in relative forecast performance, motivating adaptive combination

    Reference

  4. [S4] Reference

    Timmermann (2006) --- comprehensive survey of forecast combination methods and the combination puzzle

    Reference

  5. [S5] Reference

    Hall, Mitchell (2007) --- optimal combination of density forecasts using the logarithmic scoring rule

    Reference

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Concepts, data, and nearby models

Open the concept, data series, policy setting, or neighboring model that anchors this page.

Concepts

Output and incomeBusiness cyclesPrices and inflationReal and nominal

Indicators

Real GDPgdp.realHeadline CPIprices.cpi.headlineUnemployment ratelabor.unemployment.ratePolicy ratemoney.policy_rate

Policy

Monetary policyFiscal policy

Nearby models

ARIMAVARDynamic factor model