Fabian Krueger

Heidelberg Institute for Theoretical Studies (HITS) gGmbH

Schloss-Wolfsbrunnenweg 35

Heidelberg, D-69118

Germany

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

Disagreement versus Uncertainty: Evidence from Distribution Forecasts

Number of pages: 32 Posted: 10 Aug 2010 Last Revised: 15 Apr 2015
Fabian Krueger and Ingmar Nolte
Heidelberg Institute for Theoretical Studies (HITS) gGmbH and Lancaster University - Department of Accounting and Finance
Downloads 319 (96,368)
Citation 2

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Disagreement, Uncertainty, Predictive Density, Forecast Combination

2.

An MCMC Approach to Multivariate Density Forecasting: An Application to Liquidity

Number of pages: 30 Posted: 20 Jan 2011 Last Revised: 05 May 2013
Fabian Krueger and Ingmar Nolte
Heidelberg Institute for Theoretical Studies (HITS) gGmbH and Lancaster University - Department of Accounting and Finance
Downloads 298 (103,794)

Abstract:

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Multivariate Density Forecasting, Liquidity, Financial Econometrics

3.

Combining Survey Forecasts and Time Series Models: The Case of the Euribor

Number of pages: 26 Posted: 09 Aug 2010
Fabian Krueger, Frieder Mokinski and Winfried Pohlmeier
Heidelberg Institute for Theoretical Studies (HITS) gGmbH, Deutsche Bundesbank and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 130 (224,077)

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Tendency Survey, Forecast Combination

4.

Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts

FRB of Cleveland Working Paper No. 14-39
Number of pages: 41 Posted: 24 Dec 2014
Fabian Krueger, Todd E. Clark and Francesco Ravazzolo
Heidelberg Institute for Theoretical Studies (HITS) gGmbH, Federal Reserve Bank of Cleveland and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 97 (276,181)
Citation 2

Abstract:

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Forecasting, Prediction, Bayesian Analysis