forecasting. However, there is a question about efficiency of that instrument. We decided to check inner procedures of the …

Based on a recursive forecasting approach, this research studies whether macro- economic factors help to forecast … included in the optimal forecasting model, that their relative importance often differs from their importance for forecasting a … broad stock-market index, and that their informational content for forecasting excess returns seems to undergo temporal …

activity in a small open economy in the euro area. We aim to clarify potential differences in forecasting economic activity …

Social media-based forecasting has received significant attention from academia and industries in recent years. With a …