Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10011817478
Persistent link: https://www.econbiz.de/10012131059
We compare forecasts from different adaptive learning algorithms and calibrations applied to US real-time data on inflation and growth. We find that the Least Squares with constant gains adjusted to match (past) survey forecasts provides the best overall performance both in terms of forecasting...
Persistent link: https://www.econbiz.de/10010344932
Persistent link: https://www.econbiz.de/10010412425