Holtemöller, Oliver; Kozyrev, Boris - Leibniz-Institut für Wirtschaftsforschung Halle - 2024
). We provide evidence from Monte Carlo simulations for the relative forecast performance of GRNN depending on the data … GRNN to forecast quarterly German GDP growth by extending univariate GRNN to multivariate and mixed-frequency settings. We … such as during the COVID-19 recession and recovery. GRNN was superior in terms of root mean forecast errors compared to an …