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

-memory counterparts. Since long memory models should have a particular advantage over long forecasting horizons, we consider predictions …