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Short term forecasting of the US unemployment rate

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Figure

Figure 1: Time series plots.
Table 1: Out-of-sample forecast results for the monthly US unemployment rate with AR(p)-benchmark.
Figure 2: CSSED comparison plots with AR(p)-benchmark model.
Table 2: Out-of-sample forecast results for the monthly US unemployment rate with D’Amuri and Marcucci(2017)-benchmark.
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