Point and density forecasting of macroeconomic and financial uncertainties of the USA
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DOI: 10.1002/for.2740
Abstract: We forecast macroeconomic and financial uncertainties of the US over the period of 1960:Q3 to 2018:Q4, based on a large data set of 303 predictors using a wide array of constant parameter and time varying… read more here.
Keywords: point density; density forecasting; macroeconomic financial; financial uncertainties ... See more keywords