benefit of the high frequency series, providing forecasting gains beyond those based on monthly variables alone …

structural analysis and forecasting purposes. We study the evolution of inflation rates in several countries, using a novel model …

forecasting ability of the model in real-time is compared with that of standard VARs and of daily quotes of economic derivatives …

and forecasting the global outlook. Our main results are that (i) the rise of the emerging countries has sharply altered … the correlation of growth rates among the main economic areas; (ii) this is clearly detectable in forecasting equations as …

predict the US monthly unemployment rate. We perform a deep out-of-sample forecasting comparison analyzing many models that …

In this paper we explore the performance of bridge and factor models in forecasting quarterly aggregates in the very … targeted predictors using data reduction techniques as in Bai and Ng (2008). We then compare a Diffusion Index forecasting … these techniques to forecasting Italian GDP growth and its main components from the demand side and find that Bridge models …

empirical application for the Italian quarterly GDP the short-term forecasting performance is evaluated against other mixed …