Schwarzmüller, Tim - Institut für Weltwirtschaft (IfW) - 2015
I study the performance of single predictor bridge equation models as well as a wide range of model selection and … area GDP growth. I explore to what extend model selection and model pooling techniques are able to outperform a simple …-samples. Moreover, model selection techniques turn out to produce quite poor forecasts in some sub-samples. On the contrary, model …