the World Economic Survey for sixteen inflation targeting countries. Second, we compare inflation expectation forecasts … their expectations. Our main findings from the in-sample comparison of the WES surveys suggest that expert forecasts of …

disaggregated short-term forecasts that extend up to one quarter. While direct forecasts at higher levels of aggregation produce … slightly more accurate overall metrics, indirect forecasts derived from disaggregated data provide superior insights into the …

paper we fill this gap by comparing point, sign and probability forecasts from a variety of Asymmetric-ECM (A-ECM) and … Threshold Autoregressive ECM (TAR-ECM) specifications against a standard ECM. Forecasts from A-ECM and TAR-ECM subsume the RFH … point forecasting, while it can be exploited to produce more accurate sign and probability forecasts. Finally, we highlight …

visualization methods, we identify key features for accurate point and density forecasts. We evaluate various volatility models …