Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance

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Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance

Marco Del Negro, Raiden B. Hasegawa, and Frank Schorfheide
Staff Reports, Number 695, October 2014

Author Disclosure Statements

Marco Del Negro
I am an employee of the Federal Reserve Bank of New York. The views expressed in this paper do not necessarily reflect those of the Federal Reserve Bank of New York or the Federal Reserve System. I did not receive outside financial funding for this project. I declare that I have no relevant or material financial interests that relate to the research described in this paper.

Raiden B. Hasegawa
I am a former employee of the Federal Reserve Bank of New York. I did not receive outside financial funding for this project. I declare that I have no relevant or material financial interests that relate to the research described in this paper.

Frank Schorfheide
My research on this project was financially supported by the National Science Foundation under Grant SES 1061725. I am a visiting scholar at the Federal Reserve Banks of Philadelphia and New York. I declare that I have no relevant or material financial interests that relate to the research described in this paper.

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