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The Case-Shiller is the reference repeat-sales index for the U.S. residential real estate market, yet it is released with a two-month delay. We find that incorporating recent information from 71 financial and macro predictors improves backcasts, now-casts, and short-term forecasts of the index...
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We investigate the predictive power of several leading indicators in order to forecast industrial production in Germany. In addition, we compare their predictive performance with variables from two competing categories, namely macroeconomic and financial variables. The predictive power within...
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corn yield. Specifically, we examine scenarios where a forecasting agent has data that is not representative either because … of data can, to some degree, overcome forecasting bias caused by non-representative samples. Moreover, if the forecaster …
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risk analysis and forecasting. Conventional methods of risk analysis tend to underestimate the probability and impact of … assess critically the potential of big data to profoundly change the current capability for risk forecasting in diverse areas … implications for risk forecasting in the areas of economic and financial risks, environmental and sustainable development risks …
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the benefit of collecting long-term information. If this hypothesis is correct, and forecasting short-term and long …
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