where is, however, itself difficult to predict: good forecasting performance by an indicator in one period seems to be …

unemployment rate Phillips curve, which is examined in a simulated out of sample forecasting framework. Inflation forecasts …

Forecasts of the rate of price inflation play a central role in the formulation of monetary policy, and forecasting … forecasting puzzles. It appears currently to be difficult for multivariate forecasts to improve on forecasts made using this time …

than in the 1990s. Pseudo out-of-sample forecasting experiments indicate improvements upon univariate benchmarks. Since …

Forecasts of the rate of price inflation play a central role in the formulation of monetary policy, and forecasting … forecasting puzzles. It appears currently to be difficult for multivariate forecasts to improve on forecasts made using this time …

models. The past decade, however, has seen considerable progress in the development of time series forecasting methods that … exploit many predictors, and this chapter surveys these methods. The first group of methods considered is forecast combination … (forecast pooling), in which a single forecast is produced from a panel of many forecasts. The second group of methods is based …

where is, however, itself difficult to predict: good forecasting performance by an indicator in one period seems to be …

unemployment rate Phillips curve, which is examined in a simulated out of sample forecasting framework. Inflation forecasts …