. Quantile regressions indicate that most of sentiment's forecasting power arises from signaling downside risks to the economy …

GDP and other variables.The aim of this article is to evaluate the forecasting performance of the Central Bank of Brazil … Survey and to compare it with the mechanical forecasts based on state-of-the-art nowcasting techniques. Results indicate that …

examines the usefulness of these estimates for inflation forecasting. Over this period, we find that the Federal Reserve …

Small-scale VARs are widely used in macroeconomics for forecasting U.S. output, prices, and interest rates. However …, recent work suggests these models may exhibit instabilities. As such, a variety of estimation or forecasting methods might be … effectiveness of such methods in real time forecasting. We use forecasts from univariate time series models, the Survey of …