We propose a parsimonious semiparametric method for macroeconomic forecasting during episodes of sudden changes. Based …

whether Google Trends provides significant forecasting improvements over models without search data. Second, we assess whether … a high-frequency variable (weekly Google Trends) is more useful for accurate forecasting than a low-frequency variable …In this paper, we examine the usefulness of Google Trends data in predicting monthly tourist arrivals and overnight …

innovational outliers, within a forecasting framework for macroeconomic variables. Drawing on data from the COVID-19 pandemic, the … outperform both those with innovational outlier corrections and no outlier corrections in forecasting post-pandemic household …-lived extreme observations, as in the case of pandemics. These results carry important implications for macroeconomic forecasting …

data using economic variables and Google online search data. An out-of-sample forecasting comparison with forecast horizons … 2014M6. Models including Google search data statistically outperformed the competing models for most of the car brands and …-of-sample forecasts, directional accuracy, the variability of Google data and additional car brands …

Empirical assessments of the forecasting power of spatial panel data econometric models are still scarcely available … test different forecasting horizons, in order to investigate the speed of deterioration of forecasting quality. We compare … appears to diminish as the forecasting horizon widens, eventually leading the SF model to being preferred for more distant …

of multi-channel customer contact, organizational decision-makers often rely on robust but simplistic forecasting methods …. Although forecasting literature indicates that incorporating additional information into time series predictions adds value by … for call center arrivals' forecasting that is able to capture the dynamics of a time series and to include contextual …

-step-ahead forecastabilities by employing four major forecasting evaluation criteria, and compares two different currencies— the Pakistan rupee and …