whether the use of disaggregated information increases the forecast accuracy of the aggregate. For this purpose, the out …-ofsample forecasts for the aggregated employment forecast are compared to and contrasted with forecasts based on a vector … employment forecast. Moreover, fluctuation-window tests help identify the phases during which disaggregation increases forecast …

The main aim of this paper is to provide forecast intervals for inflation and unemployment rate in Romania, bringing … methodological novelties in the construction and evaluation of the prediction intervals. Considering the period 2004-2017 as forecast … information has been used, the forecast intervals were very short. The proposed Bayesian technique for assessing prediction …

significantly outperform their benchmark counterparts for all forecast horizons ranging between one month and a year. This is …

factors. A two-step estimation strategy is presented, which is based on principal components in differences in a first step …. The methods are applied to the estimation of paid and unpaid overtime work as well as flows on working-time accounts in …

Genauigkeit der Prognose mit eindimensionalen Zeitreihenmethoden vergleicht, zeigt sich, dass das räumliche Modell bessere oder … normalerweise eingesetzten Methoden für die regionale Prognose, die regionale Interdependenzen unberücksichtigt lassen. -- Labour …

purely autoregressive benchmarks. For all investigated forecast horizons (1, 2, 3 and 6 months), test results show that …

It is broadly accepted that two aspects regarding the modeling strategy are essential for the accuracy of forecast: a … long run trend which could be used to implement cointegration. Accounting for spatial dependence improves the forecast … Indikatoren tragen bei Berücksichtigung in einem GVAR zu einer genaueren Prognose im Vergleich zu einem GVAR ohne Indikator bei. …

expectations also work well for longer forecast horizons in some countries. …

interaction, and their determinants more appropriately. By conducting a stochastic forecast, we find that until 2060 the potential … Auswanderung im Zielland. Dieses Papier zeigt, wie ein bestehender integrierter, stochastischer Ansatz zur gleichzeitigen Prognose …