combine the best forecasting tools with the possibility of incorporating their own judgement. In this context, we provide …

This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …

exchange can be usefully exploited in forecasting future spot exchange rates. I use signal-extraction techniques, based on …

index and to evaluate the role of financial variables in forecasting. We considered two models which allow forecasting based … univariate methods for forecasting inflation at one, three, six, and twelve months and industrial production at one and three … months. We find that financial variables do help forecasting inflation, but do not help forecasting industrial production. …

for forecasting GDP growth at short-term horizons in the euro area. We discuss three sets of empirical results. First we … forecast revisions. Third we design a pseudo out of sample forecasting exercise and examine point and density forecast accuracy …