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Inspecting short- and long-term inflation expectations

Nikitina, Olena - In: Essays on fixed income and inflation forecasting, (pp. 42-79). 2015

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New evidence on the output cost of fighting inflation

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Nonlinear time-series and economic fluctuations

Potter, Simon M. - 1990

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A further note on the three phases of the US business cycle

Layton, Allan P. - 1996

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Variable selection and inference for multi-period forecasting problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009

This paper conducts a broad-based comparison of iterated and direct multi-step forecasting approaches applied to both univariate and multivariate models. Theoretical results and Monte Carlo simulations suggest that iterated forecasts dominate direct forecasts when estimation error is a...