paper considers ways of using high-dimensional data in forecasting. We consider selecting variables from a known active set …-dimensional setting with an application to forecasting UK inflation at different horizons over the period 2020q1-2023q1. This application …

. Building on the forecast combination literature, the paper examines the effects of model and estimation uncertainty on forecast …This paper considers the problem of forecasting real and financial macroeconomic variables across a large number of …, especially for output, inflation, and real equity prices. -- Forecasting using GVAR ; structural breaks and forecasting ; average …