the adjustment of exchange rate expectations. Our findings are robust to different forecasting horizons and point to an …This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for …

inflation expectations of firms and households. Our results reveal that the link between reporting about inflation and changes … in inflation expectations is time-dependent. During periods of intensive newspaper coverage of inflation developments, a … correlation with inflation expectations emerges that does not exist at other times. Such correlations are evident after the …

their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results …

, inflation expectations, exchange rate changes and stock market volatility among others. Hence, forecasting the price of gold is … allows both the forecasting model and the coefficients to change over time. Based on this framework, we systematically … measure of the forecasting performance. We carefully assess which predictors are relevant for forecasting at different points …

- and hard-threshold algorithms improves the forecasting performance, especially during periods of economic crisis. While a … effect on forecasting performance, all the more, if the set of indicators becomes unbalanced. …

This paper analyzes the forecasting performance of financial market data in comparison to other indicator groups to … evaluate the forecasting performance using a significance test. In addition, we investigate the stability of forecasting models …-term forecasting, especially for the US and longer forecast horizons. Nevertheless, the results indicate that the Great Recession was …