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 …

encouraging. In a pseudo out-of-sample exercise, our approach beats relevant benchmarks for forecasting CPI inflation and an …

-time forecasting exercise, the authors show that including additional factors - that reflect financial sector conditions - improves …