relative to other predictors generally improving in the post-2012 period. An out-of-sample forecasting exercise indicates that …, when monetary and credit aggregates are loaded directly in the forecasting equation, the additional gains over the … and credit variables in forecasting inflation, even if their information content is diluted in a much broader pool of …

This paper evaluates the usefulness of business sentiment indicators for forecasting developments in the Chinese real … economy.We use data on diffusion indices collected by the People's Bank of China for forecasting industrial production, retail … variable, generally outperform univariate AR models in forecasting one to four quarters ahead.Similarly, principal components …

relative to other predictors generally improving in the post-2012 period. An out-of-sample forecasting exercise indicates that …, when monetary and credit aggregates are loaded directly in the forecasting equation, the additional gains over the … and credit variables in forecasting inflation, even if their information content is diluted in a much broader pool of …

This paper evaluates the usefulness of business sentiment indicators for forecasting developments in the Chinese real … economy. We use data on diffusion indices collected by the People’s Bank of China for forecasting industrial production … sector variable, generally outperform univariate AR models in forecasting one to four quarters ahead. Similarly, principal …

not only simplify the model estimation, but also improve its forecasting performance. We allow the parameters of the MIDAS … large dataset with the help of factor analysis. Monte Carlo experiments and an empirical forecasting comparison carried out … for the U.S. GDP growth show that the models of the MS-UMIDAS class exhibit similar or better nowcasting and forecasting …

deal with the forecasting performance of a given set of models and possibly providing better turning point predictions. We …