logistic auto-regressive processes, change over time and their dynamics are possible driven by the past forecasting … performances of the predictive densities. For illustrative purposes we apply it to combine White Noise and GARCH models to forecast …

We extend the literature on economic forecasting by constructing a mixed-frequency time-varying parameter vector … competitors. In particular, inflation forecasts benefit from this new forecasting approach. Finally, we assess the models …

logistic autoregressive processes, change over time and their dynamics are possible driven by the past forecasting performances … of the predictive densities. For illustrative purposes we apply it to combine White Noise and GARCH models to forecast …

innovations have been well investigated. In contrast, the forecasting implications of specifying UC models with different state … studies adopting UC models for forecasting purposes. Four correlation structures for errors are entertained: orthogonal … and their connection with forecasting are discussed within a Bayesian framework. As perfectly correlated innovations …