of point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also …

of point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also …

benchmarks in terms of point and density forecasting. The gains are particular high when the full distribution is predicted and …

of point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also …

of point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also …

of point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also …

point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also document …

investment strategy including transaction costs. Another empirical example refers to forecasting US economic growth over the … business cycle. It suggests that time varying combination schemes may be very useful in business cycle analysis and forecasting …

structure at different maturities of sovereign credit default swaps and conduct an out-of-sample forecasting exercise to test … improves the forecasting accuracy upon the random walk model at short forecasting horizons. …

This paper revisits inflation forecasting using reduced-form Phillips curve forecasts, that is, inflation forecasts … evidence of autonomous variance breaks and inflation gap persistence. Through a real-time out-of-sample forecasting exercise … quarterly inflation relative to an extended range of forecasting models that are typically used in the literature. …