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, Russia. Numerous useful indicators are identified and forecast pooling of three model classes (bridge models, MIDAS models …
Persistent link: https://www.econbiz.de/10012900442
, Russia. Numerous useful indicators are identified and forecast pooling of three model classes (bridge models, MIDAS models …
Persistent link: https://www.econbiz.de/10011793839
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index. I extend the model which was previously suggested as a model for inflation forecasting in the USA to take into …
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This paper evaluates the predictive out-of-sample forecasting properties of six different economic uncertainty variables for both growth in aggregate M2 and growth in household-sector M2 in the U.S. using data between 1971m1 and 2014m12. The core contention is that economic uncertainty improves...
Persistent link: https://www.econbiz.de/10011713871