-2010 I exhaustively evaluate the forecasting properties of Bayesian shrinkage in regressions with many predictors. Results …

their simpler counterparts in both forecasting and capturing other audience measurement criteria. Finally, using machine …

can lead to different conclusions on the forecasting performance of the MS-GJR model …

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 …

We present an estimation and forecasting method, based on a differential evolution MCMC method, for inference in GARCH … nearly all series. Finally, we carry out a forecasting exercise to evaluate the usefulness of structural break models. …

features of observed data and of forecasting oneperiod ahead output-gap and investment with a remarkable degree of accuracy. …