Combining Economic Forecasts
综述了组合经济预测的多种方法，包括等权平均、最优权重、基于历史表现的变权重和贝叶斯方法，并检验了它们对英国重要宏观经济变量的预测效果。
It is well known that no particular forecasting agency dominates when the accuracy of economic forecasts of the UK is investigated. There are good reasons for believing that if forecasts differ, some combination of them will be an improvement over the individual forecasts. The problem is to determine what weights to attach to each forecast. Various methods have been suggested in the literature, including equal weights (averaging), optimal weights (linear regression), varying weights based on past performance, and the Bayesian approach. We review these methods and examine their performance for important macro-economic variables.