Clark, Todd E.; McCracken, Michael W. - 2007
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mates will further improve forecast accuracy. Focusing on models of U.S. output, prices,
and interest rates, this paper … estimates, regressions involving forecast quartiles,
Bayesian model averaging, and predictive least squares–based weighting. Our … forecasts from simple univariate time series models as benchmarks.
JEL Nos.: C53, E37, C32
Keywords: Forecast combination, real …