small set of simple bivariate closed-loop time-series models for the prediction of price inflation and of long- and short …

real economy is state-dependent and financial indicators may turn out to be useful particularly in forecasting "tail …" macroeconomic events. We examine this conjecture by studying Bayesian predictive distributions for output growth and inflation in …

We analyze real-time forecasts of US inflation over 1999Q3-2019Q4 and subsamples, investigating whether and how … forecast accuracy and robustness can be improved with additional information such as expert judgment, additional macroeconomic … variables, and forecast combination. The forecasts include those from the Federal Reserve Board's Tealbook, the Survey of …