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

DOI10.1198/JBES.2010.08347zbMath1219.91110OpenAlexW2055936299MaRDI 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 filteringsurvey datafixed-event forecastsmultiple forecast horizons

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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