Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach

Comparing Predictive Accuracy

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Public Health, Economics, Causal Inference +15

Federal Reserve Information and the Behavior of Interest Rates

Christina Romer, David Romer · American Economic Review · 2000 · 1.1K citations

Social Sciences, Economics, Finance +11

The Time-Varying Volatility of Macroeconomic Fluctuations

Alejandro Justiniano, Giorgio E. Primiceri · American Economic Review · 2008 · 875 citations

Social Sciences, Economics, Econometrics +14

Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility

Todd E. Clark · Journal of Business and Economic Statistics · 2010 · 435 citations

Business, Economics, Finance +17

Macroeconomic forecasting and structural change

Antonello D’Agostino, Luca Gambetti, Domenico Giannone · Journal of Applied Econometrics · 2011 · 378 citations

Business, Economics, Econometrics +16