short-term forecasting models. These empirical findings have been established for different macroeconomic data sets and … specification is most effective in its forecasting performance. Furthermore, the forecast performances of the different … extended empirical out-of-sample forecasting competition for quarterly growth of gross domestic product in the euro area and …

-of-sample predictions and forecasting. We identify economic drivers of our machine learning models using a novel framework based on Shapley …

This paper proposes a framework for deriving early-warning models with optimal out-of-sample forecasting properties and … specification with optimal real-time out-of-sample forecasting properties. Third, the paper illustrates how the modeling framework …