Minchul Shin

Working Papers

On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates

On the Comparison of Interval Forecasts

Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives

Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts

Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility