of uncertainty indicators for forecasting industrial production, employment and the stock market, using different … negative impact on the economic variables for the euro area. We also perform a forecasting analysis, where we assess the merits … models including the original financial uncertainty index in terms of forecasting. …

), conditional heteroscedastic volatility models, and multiple news shocks are suitable for forecasting the volatility of the … GJRGARCH-FFNSs model is the best model for Malaysian tourism demand volatility forecasting accuracy. Furthermore, KLCI and Gold … methodological framework utilised in this study can be a useful tool for creating and forecasting the performance of symmetry and …

shown to be specific for commodity and market. A forecasting comparison on the basis of the identified models suggests that …