paper gives a literature overview over existing studies that deal with the forecasting power of various ifo indicators both … powerful tool both for an in-depth business cycle diagnosis and for applied forecasting work …

The purpose of this paper is to evaluate the forecasting performance of linear and non-linear generalized … autoregressive conditional heteroskedasticity (GARCH)–class models in terms of their in-sample and out-of-sample forecasting accuracy … for forecasting the volatility of both the TASI and the TIPISI in the context of petrochemical industries, as this model …