We study the forecasting performance of three alternative large scale approaches using a dataset for Germany that … indicate that in many cases the gains in forecasting accuracy relative to a simple univariate autoregression are only moderate …

We study the forecasting performance of three alternative large scale approaches for German key macroeconomic variables …

-frequency case. Having an application of macroeconomic forecasting in mind, one inevitably has to deal with variables sampled at … forecasting. However, the presented MF-BC-VAR model provides competitive results within the baseline evaluation, but suffers in a …

-time and final data releases differ, we also observe minimal impacts on the relative forecasting performance of indicator …