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In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?

Inoue, Atsushi; Kilian, Lutz - C.E.P.R. Discussion Papers - 2002

It is widely known that significant in-sample evidence of predictability does not guarantee significant out-of-sample predictability. This is often interpreted as an indication that in-sample evidence is likely to be spurious and should be discounted. In this Paper we question this conventional...

Persistent link: https://www.econbiz.de/10005124323

An Area-Wide Real-Time Database for the Euro Area

Giannone, Domenico; Henry, Jérôme; Lalik, Magdalena; … - C.E.P.R. Discussion Papers - 2010

This paper describes how we constructed a real-time database for the euro area covering more than 200 series regularly … before their first meeting of the month. We describe the database in details and study the properties of the euro area real …

Persistent link: https://www.econbiz.de/10008468678

iPEHD – The ifo Prussian Economic History Database

Becker, Sascha O.; Cinnirella, Francesco; Hornung, Erik; … - C.E.P.R. Discussion Papers - 2012

This paper provides a documentation of the ifo Prussian Economic History Database (iPEHD), a county-level database …

Persistent link: https://www.econbiz.de/10011083606