-switching models, and forecast combination to predict the dynamics in the S&P 500. First, we aggregate the weekly information of 115 …

intervals. Probability forecasts relating to UK output growth and inflation, obtained using a small macroeconometric model, are … presented. We discuss in detail the probability that inflation will fall within the Bank of England's target range and that … insights on the interrelatedness of output growth and inflation outcomes at different horizons. …

We study investors' perceptions of inflation through the lens of a high-frequency event study and document that they … have a stagflationary view of the world. In response to higher-than-expected inflation, investors expect firms' nominal … even decline, with increases in nominal yields offset by larger increases in inflation expectations. Consistent with a …