3 papers
econ.EM2026
A Kernel Score Perspective on Forecast Disagreement and the Linear Pool
Fabian Krüger
This paper generalizes several results on linear pooling from squared error loss to all kernel scores. The latter are a rich family of scoring rules that covers point and distribut…
stat.AP2025
Simple Macroeconomic Forecast Distributions for the G7 Economies
Friederike Becker, Fabian Krüger, Melanie Schienle
We present a simple method for predicting the distribution of output growth and inflation in the G7 economies. The method is based on point forecasts published by the International…
econ.EM2024
Prediction intervals for economic fixed-event forecasts
Fabian Krüger, Hendrik Plett
The fixed-event forecasting setup is common in economic policy. It involves a sequence of forecasts of the same (`fixed') predictand, so that the difficulty of the forecasting prob…