usefulness for forecasting real oil prices and global petroleum consumption. We find that world industrial production is one of …

conduct a pseudo out-of-sample forecasting experiment for the monthly growth rate of Bavarian industrial production. We find … conventional indicators in a monthly forecasting experiment. Exploiting the high-frequency nature of the data, we find that the …

This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …

We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with … forecasting methods can perform better than forecasts based on individual estimates and demonstrate how gains in predictive … stock returns, we show that no single forecasting approach dominates uniformly. However, forecast combination and shrinkage …

features of observed data and of forecasting oneperiod ahead output-gap and investment with a remarkable degree of accuracy. …

We analyze the exchange rate forecasting performance under the assumption of selective attention. Although currency … for the presence of selective attention offer improved fitting and forecasting results. Specifically, we document a …