to forecast revisions. Third, we design a pseudo out-of-sample forecasting exercise and examine point and density …

difficult to predict. Qualitative business survey data are widely used to provide indicators of economic activity ahead of the … publication of official data. Traditional indicators exploit only aggregate survey information, namely the proportions of …

forecasting inflation, while the BVARX model fares better in forecasting …

presents the analytical forecasting properties of the random coefficient exponential smoothing model in the multiple source of …

frequency indicators are used following the MIDAS approach. This structure is able to represent with richer dynamics the … information content of the economic indicators and produces smoothed factors and forecasts. In addition, the Kalman filter is … empirical application for the Italian quarterly GDP the short-term forecasting performance is evaluated against other mixed …

forecast error on oil futures could have been explained in part by means of real-time US business cycle indicators, such as the …

The forecasting profession, especially when producing forecasts intended to support economic policy, does not currently … forecasting process which is criticised, on the grounds that it prevents a proper evaluation of any information concerning changes … even dangerous, and reduced forms are suggested as a preferable alternative. Drawing on the actual forecasting experience …