Inoue, Atsushi; Jin, Lu; Rossi, Barbara - C.E.P.R. Discussion Papers - 2014
wondering how to choose the sample for estimating forecasting models. When we forecast inflation in 2014, for example, should we … applied to forecasting US real output growth and inflation, the proposed method tends to improve upon conventional methods. …While forecasting is a common practice in academia, government and business alike, practitioners are often left …