conduct three experiments to examine its forecast, nowcast, and backcast performance. We find that the mean absolute … summary, deep learning is a promising tool in economic forecast with time series data sampled at different frequencies …

ex post forecasts Korean monthly GDP(therefore quarterly GDP) in 6 month horizon and compares the forecast performance … with other quarterly forecast models. Compared to Random walk, AR(1), AR(4), VAR(1), and VAR(4) models, the suggested model … showed better forecast performance …

serious type II error problem in out-sample forecast. The implication is that SEM based on broader panel data even though it … should be inferior in in-sample forecast turns out to be superior in out sample forecast essentially because it has more case …

forecasts are decreasing in the forecast horizon …