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 …

been satisfactorily answered. We focus on out-of-sample nowcasting, and extend the Bayesian Structural Time Series model …

This paper investigates the feasibility of using earlier provisional data to improve the now- and forecasting accuracy … the municipal level. The results demonstrate the effectiveness of our proposed approach in improving forecasting …

This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …

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