Michigan Surveys of Consumers. While these measures have been useful in developing models of forecasting inflation, the data …

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

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. …

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

series on the Estonian economy. In order to improve forecasting of economic activity in Estonia, we derive a leading …

for forecasting business cycle turning points. When we allow for asymmetry in the long-run volatility component, we find …

latter's specification in differences. In this paper we examine the forecasting performance of the FECM by means of an … generally offers a higher forecasting precision and in general marks a very useful step forward for forecasting with large …

latter's specification in differences. In this paper we examine the forecasting performance of the FECM by means of an … generally offers a higher forecasting precision and in general marks a very useful step forward for forecasting with large …

forecasting performance, the proposed factor model of the yield curve exhibits substantial incremental predictive value. This …