From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts

Gergely Ganics (Banco de España) , Tatevik Sekhposyan (Texas A&M University) , Barbara Rossi (ICREA-Universitat Pompeu Fabra)

Journal of Money, Credit and Banking, v. 56, Issue 7, October 2024, pp. 1675 - 1704
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