This paper presents a forecasting exercise that assesses the predictive potential of a daily price index based on …

A forecasting exercise is presented to assess the predictive potential of a daily price index based on online prices …

models. The past decade, however, has seen considerable progress in the development of time series forecasting methods that … the problem of forecasting the growth rate of the U.S. index of industrial production with 130 predictor variables. …

approaches to real-time forecasting of headline PCE inflation. We find that performance is enhanced if forecasting equations are … performance to deteriorate. Finally, we demonstrate that forecasting models estimated using the Kishor-Koenig (2012) methodology …-which mandates that each forecasting VAR be augmented with a flexible state-space model of data revisions-consistently outperform the …

pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …