product, which in turn are used as an input in the forecasting process. Such forecasts reflect and incorporate the flow of … in a synchronous way. The forecasting power of the dynamic factor model is compared with those of several other models …

Republic of Macedonia (NBRM) for short-term forecasting of inflation - Autoregressive integrated moving average models … models' out-of-sample forecasting performance for the period 2012 q3 to 2016 q2 by using a number of forecast evaluation … to individual models' forecasts. Our results point to three important conclusions. First, the forecasting accuracy of the …

results of the model's forecasting performance suggest that this model can be a useful analytical tool in the process of … to MAKPAM and enriches the set of tools for forecasting and monetary policy analysis in NBRM. In this paper we highlight …

This paper presents a forecasting exercise that assesses the predictive potential of a daily price index based on …

-of-sample forecasting exercise. We find that three-regime models that allow for shifts in the inflation risk premium or real interest rate (or … both) are the most promising forecasting models of inflation when using the term structure. …

the US unemployment rate. We perform a deep out-of-sample forecasting comparison analyzing many models that adopt both our …

Aggregate demand forecasting, also known as nowcasting when it applies to current quarter assessment, is of notable … indicate that the MIDAS regressions demonstrate comparable forecasting performance to that of MF-VAR model. Moreover, it is …, it focuses on the MIDAS approach and its later extension, the Bayesian MF-VAR. The two strategies are evaluated in terms …

making economic assessments in real time. These patterns are identified through the application of VAR econometric techniques …

information. Finally, when forecasting the headline CPI, our UIG for China outperforms traditional core measures over different …