-term predictions. Due to the characteristics of the residuals, a bootstrapping method of forecasting was also used, yielding even …

macroeconomic policy analysis and forecasting. By means of an empirical application we demonstrate that these models turn out to be …

This paper considers factor forecasting with national versus factor forecasting withinternational data. We forecast … estimation using targeted predictors following Bai and Ng [Forecasting economic time series using targeted predictors, Journal of … Econometrics 146 (2008), 304-317]. The results are as follows: Forecasting without data preselection favours the use of German data …

new model achieves higher forecasting performance compared to a standard DCC model. …

forecasting euro area manufacturing production. Following Boivin and Ng (2006), the emphasis is put on the role of dataset …

content and its potential use for fiscal forecasting and monitoring purposes. The models are estimated with annual and …

’s forecasting performance relative to a number of benchmarks, including a Bayesian VAR. We finally consider several applications to … illustrate the potential contributions the NAWM can make to forecasting and policy analysis. …

as a pseudo real time forecasting exercise, i.e. due account is taken of the pattern of available monthly variables over …