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 …

specification is most effective in its forecasting performance. Furthermore, the forecast performances of the different … short-term forecasting models. These empirical findings have been established for different macroeconomic data sets and … different forecast horizons. However, various specifications of the factor model exist and it is a topic of debate which …