methodology has been developed for short-run forecasting and it is questionable whether these methods are useful for the medium …

- and hard-threshold algorithms improves the forecasting performance, especially during periods of economic crisis. While a … effect on forecasting performance, all the more, if the set of indicators becomes unbalanced. …

This paper analyzes the forecasting performance of financial market data in comparison to other indicator groups to … evaluate the forecasting performance using a significance test. In addition, we investigate the stability of forecasting models …-term forecasting, especially for the US and longer forecast horizons. Nevertheless, the results indicate that the Great Recession was …

, inflation expectations, exchange rate changes and stock market volatility among others. Hence, forecasting the price of gold is … allows both the forecasting model and the coefficients to change over time. Based on this framework, we systematically … measure of the forecasting performance. We carefully assess which predictors are relevant for forecasting at different points …

literature was found to have promising forecasting abilities, it is possible to further improve the performance if the … coefficient adjustment. With this calibration of the Kalman filter model the short-term out-ofsample forecasting accuracy can be …

estimators as ordinary least squares as well as autoregressive models in forecasting performance. …

their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results …