. After ten prosperous years with an average GDP growth of 3.7%, the current recession places non-judgemental forecasting …-sized linear dynamic regressions with priors originating in the Bayesian VAR literature. Our forecasting procedure can be …

for economic analysis and forecasting. This enormous volume of information, available in real time, can be handled by … inflows to Spain (the Spanish tourist industry's main customers). The improvement in the forecasting provided by the short …

of the realized volatility is not constant and common to all. v) A forecasting horse race against 8 competing models …

) whether the forecasting performance of governments is indeed worse than that of international organizations, and (ii) whether …

multivariate dynamic models whose solution is approximated through simulation. The approach is especially suitable for models that …

directly the inflation rate as an additional factor without reducing the forecasting ability of the model. The augmented model … the model. These conditions seem to improve the forecasting ability of the term structure components and provide us with … that model in terms of fitting and forecasting properties. Moreover, with this framework it is possible to incorporate …