英文标题：
《On the Aggregation of Probability Assessments: Regularized Mixtures of
Predictive Densities for Eurozone Inflation and Real Interest Rates》
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作者：
Francis X. Diebold, Minchul Shin, and Boyuan Zhang
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最新提交年份：
2021
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英文摘要：
We propose methods for constructing regularized mixtures of density forecasts. We explore a variety of objectives and regularization penalties, and we use them in a substantive exploration of Eurozone inflation and real interest rate density forecasts. All individual inflation forecasters (even the ex post best forecaster) are outperformed by our regularized mixtures. From the Great Recession onward, the optimal regularization tends to move density forecasts\' probability mass from the centers to the tails, correcting for overconfidence.
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中文摘要：
我们提出了构造正则混合密度预测的方法。我们探讨了各种目标和正规化惩罚，并将其用于欧元区通胀和实际利率密度预测的实质性探索。所有单个通胀预测者（即使是事后最好的预测者）的表现都优于我们的规则化混合预测。从大衰退开始，最优正则化倾向于将密度预测的概率质量从中心移到尾部，纠正过度自信。
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分类信息：

一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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