This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and …

better quality than PPP. The MB approach has the most appealing economic interpretation, but performs poorly in forecasting …

We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with … forecasting methods can perform better than forecasts based on individual estimates and demonstrate how gains in predictive … stock returns, we show that no single forecasting approach dominates uniformly. However, forecast combination and shrinkage …

This paper uses a panel VAR (PVAR) approach to estimating, analysing and forecasting price dynamics in four different …