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

outperforms popular benchmarks and is at par with the Survey of Professional Forecasters in forecasting inflation. Real rates …

- and hard-threshold algorithms improves the forecasting performance, especially during periods of economic crisis. While a … effect on forecasting performance, all the more, if the set of indicators becomes unbalanced. …

This paper analyzes the forecasting performance of financial market data in comparison to other indicator groups to … evaluate the forecasting performance using a significance test. In addition, we investigate the stability of forecasting models …-term forecasting, especially for the US and longer forecast horizons. Nevertheless, the results indicate that the Great Recession was …

best overall performance both in terms of forecasting accuracy and in matching (future) survey forecasts. …

encouraging. In a pseudo out-of-sample exercise, our approach beats relevant benchmarks for forecasting CPI inflation and an …

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