second survey-based factor, and the short term forecasting performance of the model in a pseudo-real time experiment. We find …. Moreover, the two factor model outperforms in terms of out of sample forecasting accuracy the traditional autoregressive …

forecasting the quarterly growth rate of Euro area GDP and its components, using a very large set of monthly indicators taken from …

The adoption of inflation targeting in emerging market economies makesaccurate forecasting of inflation and output …, autoregressive and small-scale vector autoregressive models can be suggested as forecasting tools. However,these models include only … forecasting performance of the models considered depends on the statistical properties of the series to be forecast, which are …

We conduct a detailed simulation study of the forecasting performance of diffusion index-based methods in short samples … compare the relative forecasting performance of factor models and more traditional time series methods. We find that changes …

paper, we compare their performance in a relevant case for policy making, i.e., nowcasting and forecasting quarterly GDP …

This paper discusses pooling versus model selection for now- and forecasting in the presence of model uncertainty with … forecasting quarterly German GDP, a key macroeconomic indicator for the largest country in the euro area, with a large set of …