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Real-time inflation forecast densities from ensemble Phillips curves

Garratt, Anthony; Mitchell, James; Vahey, Shaun P.; … - In: The North American journal of economics and finance : a … 22 (2011) 1, pp. 77-87

Persistent link: https://www.econbiz.de/10009266773

Measuring output gap nowcast uncertainty

Garratt, Anthony; Mitchell, James; Vahey, Shaun P. - In: International journal of forecasting 30 (2014) 2, pp. 268-279

Persistent link: https://www.econbiz.de/10010510911

Efficient aggregation of panel qualitative survey data

Mitchell, James; Smith, Richard J.; Weale, Martin - 2011

Persistent link: https://www.econbiz.de/10009407337

Efficient aggregation of panel qualitative survey data

Mitchell, James; Smith, Richard J.; Weale, Martin - In: Journal of applied econometrics 28 (2013) 4, pp. 580-603

Persistent link: https://www.econbiz.de/10009757124

Measuring output gap uncertainty

Garratt, Anthony (contributor); Mitchell, James (contributor) - 2009

detrending filters. The resulting ensemble produces well-calibrated forecast densities for US inflation in real time, in contrast …

Persistent link: https://www.econbiz.de/10003893350

Real-time inflation forecast densities from ensemble Phillips curves

Garratt, Anthony; Mitchell, James; Vahey, Shaun P.; … - 2009

performs well across the real-time data sets, consistently giving well-calibrated forecast densities. The equal-weight strategy … generates poorly-calibrated forecast densities for the US and Australian samples. There is little difference between the two …