to i) forecast horizon; ii) whether the individual is a Federal Reserve Bank president, governor, and/or Vice Chairman …

This paper presents empirical evidence on the efficacy of forecast averaging using the ALFRED real-time database. We …, and for forecast horizons greater than one, whether or not iterated- or direct-multistep methods are used. A variety of … selection are highly dependent upon the class of models being averaged over. We provide a novel decomposition of the forecast …

nonstationarity and co-integration. We treat the case of a semi-infinite past by developing the forecast filters and the forecast …