their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results …

their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results …

predictive accuracy in now-casting and forecasting. Our empirical results show that both the monthly version of the DSGE and the …

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 …

fourth quarter of 2008. - Nowcasting ; News ; Factor Model ; Forecasting … judgement, but it does it in a fully automatic way. In particular, it provides an explicit link between the news in consecutive …

judgement, but it does it in a fully automatic way. In particular, it provides an explicit link between the news in consecutive …

We conduct a systematic comparison of the short-term forecasting abilities of eleven statistical models and … factors is a more promising forecasting strategy than averaging a large number of indicator-based forecasts. The dynamic and …