Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied Economics Letters 22 (2015) 1, pp. 46-50
We use a real-time boosting approach to study the time-varying out-of-sample informational content of various predictor variables (inflation rate, exchange-rate fluctuations, stock market returns and interest rates) for forecasting gold-price fluctuations. While the predictor variables have...