This paper presents a MIDAS type mixed frequency VAR forecasting model. First, we propose a general and compact mixed …-of-sample forecasting exercise with US real-time data yields that the mixed frequency VAR substantially improves predictive accuracy upon a …

Forecasting real economic activity poses a considerable challenge not only due to hard-to-predict events like the … first publication. In this paper we report the results of a genuine ex-ante forecasting experiment in real time. It …

-on-quarter growth rates in Switzerland. It also assesses the informational content of macroeconomic data releases for forecasting of the … for GDP forecasting although their ranking depends on the underlying transformation of monthly indicators from which the …

-term forecasting of employment in Switzerland aggregated in the KOF Employment Indicator. We use the real time dataset in order to …

indicators for forecasting quarterly Chinese GDP growth. We iterate the evaluation over forecast horizons from 370 days to 1 day … 2009. Industrial production can be quite valuable for now- or even forecasting, but only if it is released shortly after … manufacturing purchasing managers' index of the Chinese National Bureau of Statistics help much for now- or forecasting. Our results …

regression used in Bai and Ng (2008), called the elastic net (Zou and Hastie, 2005). We illustrate our approach by forecasting …

encouraging. In a pseudo out-of-sample exercise, our approach beats relevant benchmarks for forecasting CPI inflation and an …