 | Structural Models in Real Time Author/Editor: Kevin Clinton, Marianne Johnson, Jaromir Benes, Douglas Laxton, Troy Matheson. Release Date:March, 2010 This paper outlines a simple approach for incorporating extraneous predictions into structural models. The method allows the forecaster to combine predictions derived from any source in a way that is more...
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| Constructing Forecast Confidence Bands During the Financial Crisis Author/Editor: Kevin Clinton, Marianne Johnson, Huigang Chen, Ondrej Kamenik, Douglas Laxton. Release Date:September, 2009 We derive forecast confidence bands using a Global Projection Model covering the United States, the euro area, and Japan. In the model, the price of oil is a stochastic process, interest rates have a more...
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