Predictable Uncertainty in Econ Forecasting-US Fed

RESEARCH PAPER - Neil R. Ericsson has written an paper titled "Predictable Uncertainty in Economic Forecasting" for the US Federal Reserve's series of International Finance Discussion Papers. This paper provides an introduction to predictable forecast uncertainty in empirical economic modelling. The sources of both predictable and unpredictable forecast uncertainty are categorized.

Key features of predictable forecast uncertainty are illustrated by several analytical models, including static and

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