or demographics. We show the good forecasting performance of the model relative to popular alternatives, including … area, the United States and Japan. In particular, incorporating survey forecast information helps to reduce the uncertainty … about the unconditional mean and along with the time variation improves the long-run forecasting performance of the VAR …

We present an accurate and efficient method for Bayesian forecasting of two financial risk measures, Value-at-Risk and …

We assess the predictive ability of 15 economic uncertainty measures in a real-time out-of-sample forecasting exercise … uncertainty factor models are superior when forecasting employment and in general the uncertainty factors have predictive content …

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 …