. To evaluate ex-ante forecasting performance for particular rates, different forecast features such as mean squared errors …-ante forecasting ; EURIBOR swap rates ; term structure ; directional accuracy ; big hit ability …

forecasting content by means of trading implied cash flows. Empirical evidence suggests that the proposed strategy is neither … specifications. -- Model selection ; principal components ; factor analysis ; exante forecasting ; EURIBOR swap term structure …

short-term forecasting models. These empirical findings have been established for different macroeconomic data sets and … specification is most effective in its forecasting performance. Furthermore, the forecast performances of the different … extended empirical out-of-sample forecasting competition for quarterly growth of gross domestic product in the euro area and …

In this paper, the authors develop a new tool to improve the short-term forecasting of real GDP growth in the euro area …