| 21-002 |
Francis X. Diebold, Minchul Shin, Boyuan Zhang |
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates |
| 18-013 |
Ross Askanazi, Francis X. Diebold, Frank Schorfheide, Minchul Shin |
On the Comparison of Interval Forecasts |
| 18-014 |
Francis X. Diebold, Minchul Shin |
Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives |
| 17-017 |
Francis X. Diebold, Minchul Shin |
Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts |
| 15-018 |
Francis X. Diebold, Frank Schorfheide, Minchul Shin |
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility |
| 14-038 |
Francis X. Diebold, Minchul Shin |
Assessing Point Forecast Accuracy by Stochastic Error Distance |
| 13-064 |
Minchul Shin, Molin Zhong |
Does realized volatility help bond yield density prediction? |
