An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts
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DOI: 10.26509/frbc-wp-202420
Note: Has appendix.
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More about this item
Keywords
fractional integration; forecast interval; low frequency;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2024-10-28 (Econometric Time Series)
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