pooling techniques, including Mallows model averaging and Cross-Validation model averaging, for short-term forecasting euro …

We study the forecasting performance of three alternative large scale approaches using a dataset for Germany that … of the different models, respectively. We find that overall the large Bayesian VAR and the Bayesian factor augmented VAR … indicate that in many cases the gains in forecasting accuracy relative to a simple univariate autoregression are only moderate …

results indicate that there is clearly evidence that complicated forecasting models are usually superior to simple AR …

The main goal of the article is to investigate forecasting quality of two approaches to modelling main macroeconomic … accuracy not inferior to that of structural models. Additional advantage of their approach is that the forecasting procedure … can be mostly automated and the influence of subjective decisions made in the forecasting process can be significantly …

forecasting exercises. …

-of-sample forecasting capacity relative to univariate time series models of the ARMA(p; q) and ARFIMA(p; d; q) varieties. These tests speak …

real M1 shows good results, while a forecasting strategy based on projecting GDP series seems to be more robust and …