different forecast horizons. However, various specifications of the factor model exist and it is a topic of debate which … specification is most effective in its forecasting performance. Furthermore, the forecast performances of the different … depth. We empirically verify the forecast performance of three factor model approaches and report our findings in an …

uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic …

area, the United States and Japan. In particular, incorporating survey forecast information helps to reduce the uncertainty …

probability density function for future values of the variables of interest. At the same time combinations of forecast densities …-data sets. Given this increased relevance of forecast density combinations, the genesis and evolution of this approach, both … history and evolution of forecast density combination methods, together with their potential and benefits, are illustrated in …