Several approaches for subset recovery and improved forecasting accuracy have been proposed and studied. One way is to …

-term predictions. Due to the characteristics of the residuals, a bootstrapping method of forecasting was also used, yielding even …

as a pseudo real time forecasting exercise, i.e. due account is taken of the pattern of available monthly variables over …

distribution. As an empirical illustration, we use euro area data and compare the forecasting performance of the New Area …

provide more robust forecasts. We investigate this issue for forecasts from a range of short-term forecasting models. Our …

have been shown to improve forecasting models for various economic and financial series. In the aftermath of the global … financial crisis, modeling and forecasting mortgage demand and subsequent approvals have become a central issue in the banking … number of new mortgage approvals and markedly improve their nowcasting and forecasting performance. …

during unstable periods, such as the Great Recession, but also remain over more tranquil periods. …