2 papers
stat.ME2026
Billions-Scale Forecast Reconciliation
Tianyu Wang, Matthew C. Johnson, Steven Klee +1
The problem of combining multiple forecasts of related quantities that obey expected equality and additivity constraints, often referred to a hierarchical forecast reconciliation,…
stat.AP2026
Predictive Synthesis under Sporadic Participation: Evidence from Inflation Density Surveys
Matthew C. Johnson, Matteo Luciani, Minzhengxiong Zhang +1
Central banks rely on density forecasts from professional surveys to assess inflation risks and communicate uncertainty. A central challenge in using these surveys is irregular par…