__Abstract__ The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects … for forecasting weekly and monthly horizons. …

subset of variables common to the larger sets of variables included in the competing forecasting models. We consider an out … comparing the predictive content of credit spreads to growth in real stock prices for forecasting U.S. real GDP growth. …

and forecasting, we specify a range of models of inflation, including: AR with constant trend; AR with trend equal to last …

This paper presents a 16-variable Bayesian VAR forecasting model of the U.S. economy for use in a monetary policy … setting. The variables that comprise the model are selected not only for their effectiveness in forecasting the primary …

installed based information and provide several ways in which installed base forecasting can be used. We discuss cases of … installed based forecasting at four companies and list the issues involved. Moreover, we provide some models to assess the value …

-of-sample forecasting exercise to study money-income Granger causality, both linear and nonlinear, we believe is new to the literature. The … forecasting results do not suggest that money is nonlinearly Granger causal for output. In fact, they show that by allowing money … to nonlinearly Granger cause output, the forecasting performance of the STVECM is significantly worsened. …