forecasting the term structure of interest rates. As expected, I find that using more flexible models leads to a better in …

explores various specifications of decompositions and various forecasting experiments. The result from these horse-races is … for richer forecasting specifications, the paper shows, using Bayesian model averaging techniques (BMA), that the …

provide a theoretical justification of the use of random subspace methods and show their usefulness when forecasting monthly …

The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects. We modify the … forecasting weekly and monthly horizons. …

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 …

We develop a new dynamic multivariate model for the analysis and the forecasting of football match results in national … model specification yield the best forecasting results. In an extensive forecasting study, we consider match results from …