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Real-time forecast combinations for the oil price

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Real-time inflation forecast densities from ensemble Phillips curves

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Real-time inflation forecast densities from ensemble Phillips curves

Garratt, Anthony; Mitchell, James; Vahey, Shaun P.; … - 2009

A popular macroeconomic forecasting strategy takes combinations across many models to hedge against model instabilities of unknown timing; see (among others) Stock andWatson (2004) and Clark and McCracken (2009). In this paper, we examine the effectiveness of recursive-weight and equal-weight...

Persistent link: https://www.econbiz.de/10003907085