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

https://doi.org/10.2139/ssrn.1655752
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1 of 23 checkable references need attention · checked 2026-08-17

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.2307/1392185
The 22 checked references that resolve
resolves10.2139/ssrn.1609530
Forecast Combinations
resolves10.1016/j.jeconom.2005.07.015
Persistence in forecasting performance and conditional combination strategies
resolves10.2307/2553588
Inflation Expectations
resolves10.1016/0169-2070(94)90049-3
The combination of forecasts using changing weights
resolves10.1080/01621459.1979.10482531
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
resolves10.1016/j.jeconom.2005.03.005
Forecasting the term structure of government bond yields
resolves10.1111/j.1468-2354.2005.00361.x
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING*
resolves10.1017/s026646660809052x
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
resolves10.1016/j.jeconom.2005.01.004
Predicting volatility: getting the most out of return data sampled at different frequencies
resolves10.1515/9780691218632
Time Series Analysis
resolves10.1198/073500105000000063
A Test for Superior Predictive Ability
resolves10.1198/016214507000000473
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
resolves10.1016/j.ijforecast.2007.06.001
Simple robust averages of forecasts: Some empirical results
resolves10.1016/0304-4076(92)90104-Y
Testing the null hypothesis of stationarity against the alternative of a unit root
resolves10.1198/jbes.2009.08052
Forecasting With Judgment
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/j.ijforecast.2006.05.001
Using forecasts of forecasters to forecast
resolves10.1016/S1574-0706(05)01014-1
Chapter 14 Survey Expectations
resolves10.1111/j.1468-0084.2008.00541.x
A Simple Explanation of the Forecast Combination Puzzle*
resolves10.1016/s1574-0706(05)01004-9
Chapter 4 Forecast Combinations
resolves10.1016/S1574-0706(05)01003-7
Chapter 3 Forecast Evaluation
resolves10.2139/ssrn.1622826
Evaluating Real-Time VAR Forecasts with an Informative Democratic Prior
The 4 references without a DOI — listed, not checked
no DOI — not checkedECB speeches and interviews, Speech by Gertrude Tumpel-Gugerell
no DOI — not checkedref12
no DOI — not checkedInference, and Prediction, Springer series in statistics
no DOI — not checkedExpectations Formations and Macro-Econometric Modelling
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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