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We forecast CPI inflation in the United Kingdom up to one year ahead using a large set of monthly disaggregated CPI …, yielding gains in relative forecast accuracy of up to 70% at the one-year horizon. Our results suggests that the combination of … differences going beyond forecast accuracy …
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this paper, we propose to forecast exchange rates with a large Bayesian VAR (BVAR), using a panel of 33 exchange rates vis … produces systematically better forecasts than a random walk for most of the countries, and at any forecast horizon, including …
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