The main goal of the article is to investigate forecasting quality of two approaches to modelling main macroeconomic … accuracy not inferior to that of structural models. Additional advantage of their approach is that the forecasting procedure … can be mostly automated and the influence of subjective decisions made in the forecasting process can be significantly …

mixed frequency datasets with ragged edges in a forecasting context. The resulting method, labeled MF-3PRF, is very simple … samle performance in Monte Carlo experiments, and empirical applications to GDP growth nowcasting and forecasting for the …

in its ability to accurately capture clusters and preserve or enhance forecasting accuracy. For a high …