This paper conducts an extensive forecasting study on 13,118 time series measuring Swiss goods exports, grouped …

forecasting experiment is based on a novel big macroeconomic dataset (FRED-QD) comprising over 200 quarterly indicators for almost …

performance in forecasting macroeconomic variables and in matching survey forecasts. Our results indicate a great degree of …. Calibrations to match survey forecasts are found to be lower than those derived according to the forecasting performance …

indicators for forecasting quarterly Chinese GDP growth. We iterate the evaluation over forecast horizons from 370 days to 1 day … 2009. Industrial production can be quite valuable for now- or even forecasting, but only if it is released shortly after … manufacturing purchasing managers' index of the Chinese National Bureau of Statistics help much for now- or forecasting. Our results …

best overall performance both in terms of forecasting accuracy and in matching (future) survey forecasts. …

We propose a Bayesian optimal filtering setup for improving out-of-sample forecasting performance when using volatile … high frequency data with long lag structure for forecasting low-frequency data. We test this setup by using real-time Swiss … indicator series for forecasting. …

regression used in Bai and Ng (2008), called the elastic net (Zou and Hastie, 2005). We illustrate our approach by forecasting …

encouraging. In a pseudo out-of-sample exercise, our approach beats relevant benchmarks for forecasting CPI inflation and an …

This paper presents a MIDAS type mixed frequency VAR forecasting model. First, we propose a general and compact mixed … pseudo out-of-sample forecasting exercise with US real-time data yields that the mixed frequency VAR substantially improves …