Have economic models’ forecasting performance for US output growth and inflation changed over time, and when?

We evaluate various economic models’ relative performance in forecasting future US output growth and inflation on a monthly basis. Our approach takes into account the possibility that the models’ relative performance can vary over time. We show that the models’ relative performance have, in fact, ch...

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Veröffentlicht in:	International journal of forecasting 2010-10, Vol.26 (4), p.808-835
Hauptverfasser:	Rossi, Barbara, Sekhposyan, Tatevik
Format:	Artikel
Sprache:	eng
Schlagworte:	Economic forecasting Economic growth Economic models Forecast evaluation Inflation Inflation forecasts Model selection Output growth forecasts Output growth forecasts Inflation forecasts Model selection Structural change Forecast evaluation Real-time data Real-time data Structural change Studies
Online-Zugang:	Volltext
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