-of-sample and pseudo out-of-sample forecasts are presented. -- Multi-country model ; Forecasting ; Bayesian estimation … zunächst drei Länder modelliert, nämlich die USA und aus dem Euro-Währungsgebiet Deutschland und Frankreich, die zusammen etwa …

of monthly US private consumption using a real-time data set. The Google-based forecasts are compared to those based on a …-Mariano test of equal predictive ability, the null hypothesis can be rejected suggesting that Google-based forecasts are … benchmark model is not inferior to any alternative model forecasts. Furthermore, the results of the model confidence set (MCS …

of monthly US private consumption using a real-time data set. The Google-based forecasts are compared to those based on a …-Mariano test of equal predictive ability, the null hypothesis can be rejected suggesting that Google-based forecasts are … benchmark model is not inferior to any alternative model forecasts. Furthermore, the results of the model confidence set (MCS …

gasoline price forecasts are feasible in real time at horizons up to two years, as are substantial increases in directional … successful forecasting models. Pooled forecasts have lower MSPE than the EIA gasoline price forecasts and the gasoline price …

gasoline price forecasts are feasible in real time at horizons up to two years, as are substantial increases in directional … successful forecasting models. Pooled forecasts have lower MSPE than the EIA gasoline price forecasts and the gasoline price …