To examine cross-country diffusion of new products, marketing researchers have to rely on a multivariate product growth …

filtering of time-varying volatility, and volatility forecasting. Specifically, we make use of the indirect inference method to …

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 …