Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
inflation. -- Path forecast ; forecast uncertainty ; simultaneous confidence region ; Scheffé’s S-method ; Mahalanobis distance …Measuring and displaying uncertainty around path-forecasts, i.e. forecasts made in period T about the expected … trajectory of a random variable in periods T+1 to T+H is a key ingredient for decision making under uncertainty. The …