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Combining forecasts, we analyse the role of information flow in computing short-term forecasts up to one quarter ahead for the euro area GDP and its main components. A dataset of 114 monthly indicators is set up and simple bridge equations are estimated. The individual forecasts are then pooled,...
Persistent link: https://www.econbiz.de/10009002323
The paper analyzes the forecasting performance of leading indicators for industrial production in Germany. We focus on single and pooled leading indicator models both before and during the financial crisis. Pairwise and joint significant tests are used to evaluate single indicator models, as...
Persistent link: https://www.econbiz.de/10011051399
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Persistent link: https://www.econbiz.de/10009807102