-of-sample forecasting exercise, we find that the indicators generally produce good GDP growth forecasts relative to a range of time series …

One of the most robust stylized facts in macroeconomics is the forecasting power of the term spread for future real … activity. The economic rationale for this forecasting power usually appeals to expectations of future interest rates, which … affect the slope of the term structure. In this paper, we propose a possible causal mechanism for the forecasting power of …

forecasting? ; The author first discusses the definition of turning points and describes different approaches to turning point … forecasting, along with their relative advantages and disadvantages. Next, the article assesses the performance of the Atlanta Fed … Bayesian vector autoregression (BVAR) model in terms of forecasting turning points relative to a well-known alternative, the …

diminishes. The findings contribute to the ongoing discussion on the use of machine learning in economic forecasting, especially …

the most relevant recent developments in this field of economic forecasting. To begin with, we analyze the problem of … resulting leading indicator based forecasts, and review the recent literature on the forecasting performance of leading …