variable selection and estimation in one step. We evaluate the forecasting accuracy of these estimators for a large set of …

This paper applies three universal approximators for forecasting. They are the Artificial Neural Networks, the …

In this work we consider forecasting macroeconomic variables dur- ing an economic crisis. The focus is on a specific … on forecasting during the economic crisis 2007-2009. Forecast accuracy is measured by the root mean square forecast error …

In this paper we consider the forecasting performance of a well-defined class of flexible models, the so-called single … flexibility, are as useful tools in economic forecasting as some previous studies have indicated. When forecasting with neural …. Second, one must decide whether forecasting should be carried out recursively or directly. Comparisons of these two methodss …

this purpose is mentioned as well. Forecasting with complex dynamic systems, albeit less frequently applied to economic … forecasting problems, is briefly highlighted. A number of large published studies comparing macroeconomic forecasts obtained using …