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Vol. 93, No. 1 (Posted 2011-01-03)

Real-Time Forecast Averaging with ALFRED

by Chanont Banternghansa and Michael W. McCracken

This paper presents empirical evidence on the efficacy of forecast averaging using the ALFRED (ArchivaL Federal Reserve Economic Data) real-time database. The authors consider averages over a variety of bivariate vector autoregressive models.

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