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From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts
Ganics, Gergely Akos, (2019)
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara, (2014)
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions
Rossi, Barbara, (2015)