Wolden Bache, Ida; Sofie Jore, Anne; Mitchell, James; … - In: Journal of Economic Dynamics and Control 35 (2011) 10, pp. 1659-1670
A popular macroeconomic forecasting strategy utilizes many models to hedge against instabilities of unknown timing; see (among others) Stock and Watson (2004), Clark and McCracken (2010), and Jore et al. (2010). Existing studies of this forecasting strategy exclude dynamic stochastic general...
