This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …

This paper proposes a new forecasting method that exploits information from a largepanel of time series. The method is …

This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …

index and to evaluate the role of financial variables in forecasting. We considered two models which allow forecasting based … univariate methods for forecasting inflation at one, three, six, and twelve months and industrial production at one and three … months. We find that financial variables do help forecasting inflation, but do not help forecasting industrial production. …