C32 C12 2 C53 2 C58 2 G12 2 inflation 2 C52 1 E20 1 E31 1 E44 1 G15 1 G32 1 Mincer-Zarnowitz regression 1 United Kingdom 1 VAR 1 anchoring of inflation expectations 1 asymptotic theory 1 backtesting 1 dynamic factor model with stochastic volatility 1 economic growth 1 expected shortfall 1 factor models 1 forecast evaluation 1 growth 1 interest rate 1 model misspecification 1 monetary policy 1 risk management 1 short term interest rate 1 structural breaks 1