Arnostova, Katerina; Havrlant, David; Ruzicka, Lubos; … - Česká Národní Banka - 2010
We evaluate the out-of-sample forecasting performance of six competing models at horizons of up to three quarters ahead in a pseudo-real time setup. All the models use information in monthly indicators released ahead of quarterly GDP. We estimate two models – averaged vector autoregressions...