development and production processes. With this in mind, this paper proposes new multivariate models to forecast monthly car sales … data using economic variables and Google online search data. An out-of-sample forecasting comparison with forecast horizons … forecast horizons. These results also hold after several robustness checks which consider nonlinear models, different out …

In this paper, we estimate, model and forecast Realized Range Volatility, a new realized measure and estimator of the … distribution for the innovations. The analysis of the forecast performance during the different periods suggests that including the …

Electricity price forecasting has become an area of increasing relevance in recent years. Despite the growing interest … and actual prices. The ability to predict the dynamics of the price of electricity on the spot market is an important …

Motivated by economic-theory concepts - the Fisher hypothesis and the theory of the term structure - we consider a … small set of simple bivariate closed-loop time-series models for the prediction of price inflation and of long- and short …

2004 to 2012, we find strong evidence that the forecasts for developing countries are biased at all forecast horizons. For … increases again at the 24-month horizon. Based on the magnitude of the forecast errors and the direction of change, long … forecast horizon …

-as-you-go systems are needed. We propose a probabilistic approach to forecast the numbers of pensioners in Germany up to 2040 …

forecasts and probabilistic prediction intervals for demographic parameters in addition. Age-sex specific population forecast …-specific population forecast using the cohort-component method. The consequence for the German pension system is discussed. To maintain …

We investigate the predictive power of several leading indicators in order to forecast industrial production in Germany … indicators. We show that the best set of predictors, within and between categories, changes over time and depends on the forecast …

This paper describes a forecasting exercise of close-to-open returns on major global stock indices, based on price …, suggesting the presence of nonlinear relations between the overnight price patterns and the opening gaps. This effect is mainly …