forecasting power of these models for the Japanese economy. In this paper, we aim at assessing the relative performance of factor …. For most of the components, we report that factor models yield lower forecasting errors than a simple AR process or an … improvements in terms of forecasting accuracy are found for more volatile periods, such as the recent financial crisis. However …

as a pseudo real time forecasting exercise, i.e. due account is taken of the pattern of available monthly variables over …

very similar estimates. I also test the performance of the different growth estimates in an out of sample forecasting …

from both corporate bonds and bank loans for forecasting of real activity, unemployment, inflation and lending volumes in … lending spreads is inferior to the predictive power of the excess bond premia, the forecasting performance of models which use …