Boug, Pål; Hungnes, Håvard; Kurita, Takamitsu - 2024
observations at the end of the sample period. It focuses on comparing two outlier correction methods, additive outliers and …-lived extreme observations, as in the case of pandemics. These results carry important implications for macroeconomic forecasting …, emphasising the usefulness of additive outlier corrections in enhancing forecasts after periods of transient extreme observations. …