find satisfactory results in terms of forecasting, especially when looking at quarterly variables, such as employment …

reversion and assume that relative prices are unchanged. Direct forecasting or panel data techniques are better than the random …

forecasting daily electricity prices in two of the main European markets, Germany and Italy. We do that by means of mixed …-frequency models, introducing a Bayesian approach to reverse unrestricted MIDAS models (RU-MIDAS). We study the forecasting accuracy …

variables in the model, rather than just on future paths as it is usually done in the conditional forecasting literature. The … forecasting densities of a BVAR and a DSGE model on information about the marginal densities of future oil prices. The results …-inflation over the considered forecasting horizon. Finally, a real-time forecasting exercise yields that introducing market …

-run predictions of a wide class of theoretical models yields substantial improvements in the forecasting performance. …

months for all (but one) countries and currencies in our sample. Our single forecasting factor loads positively on the short …