The availability of multiple forecasts for the same variable reflects heterogeneity in the information sets and differences in forecasters’ modeling strategies and subjective judgments, due to private information or dis-similarities in the assumptions underlying the forecasting exercise. Hence, multiple forecasts provide the op-portunity to exploit a much richer information set than what is conventionally embedded in single time series forecasts.
Combined forecasting methods and rapid estimates
Marcellino, Massimiliano
2017
Abstract
The availability of multiple forecasts for the same variable reflects heterogeneity in the information sets and differences in forecasters’ modeling strategies and subjective judgments, due to private information or dis-similarities in the assumptions underlying the forecasting exercise. Hence, multiple forecasts provide the op-portunity to exploit a much richer information set than what is conventionally embedded in single time series forecasts.
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Handbook on Rapid Estimates_COVER E INDICE.pdf
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