find a higher average forecast accuracy of models that incorporate information on inflation expectations from the ECB's SPF … and Consensus Economics compared to their counterparts that do not. The gains in forecast accuracy from incorporating … households does not lead to systematic improvements in forecast performance. Individual models we consider are typically better …

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 …

forecast multivariate quantiles within a recursive structural system. The model is estimated using real and financial variables … to forecast the tail behavior of the economy when hit by large financial and real shocks. …

point and density forecasts, in line with forecasting practices at many policy institutions. Our main findings are that … point forecasts perform similarly using both approaches, whereas directly forecasting aggregate indices tends to yield … better density forecasts. In the aftermath of the Great Financial Crisis, relative forecasting performance was typically only …

We estimate the effects of interest rate forward guidance (FG) using a parsimonious VAR, augmented with survey forecast …

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

improves the out-of-sample forecast accuracy of the model. Furthermore, we evaluate the case for introducing a discount factor …