the estimation approach. A real-time application to the relationship between daily corporate bond spreads and quarterly …

Forecast models with large cross-sections are often subject to overparameterization leading to unstable parameter … sufficient prior information dominates competing approaches. In this paper we evaluate the forecast performance of large BVAR in … ranking of the different approaches depends inter alia on the target variable, the forecast horizon, the state of the business …

monthly indicators for the nowcast and forecast of quarterly GDP growth. Amongst the latter, we consider small bridge … equations and forecast equations in which the bridging between monthly and quarterly data is achieved through a regression on …