Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach

DOI10.1198/jbes.2010.08347zbMath1219.91110MaRDI QIDQ3089157

Andrew J. Patton, Allan G. Timmermann

Publication date: 24 August 2011

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jbes.2010.08347

zbMATH Keywords

Kalman filtering; survey data; fixed-event forecasts; multiple forecast horizons

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

91B84: Economic time series analysis

91B82: Statistical methods; economic indices and measures