represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic …-horizon forecasting and structural models should be used in long-horizon forecasting. Our paper compareds both state-of-the art data …

represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic …-horizon forecasting and structural models should be used in long-horizon forecasting. Our paper compareds both state-of-the art data …

represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic …-horizon forecasting and structural models should be used in long-horizon forecasting. Our paper compareds both state-of-the art data …

forecasting euro area manufacturing production. Following Boivin and Ng (2006), the emphasis is put on the role of dataset …

forecasting euro area manufacturing production. Following Boivin and Ng (2006), the emphasis is put on the role of dataset …

relate to the forecasting environment (which cannot be influenced by the forecasters). Among the variables capturing the … forecasting design (which can, by contrast, be influenced by the forecasters), the size of the dataset from which factors are … unbalanced panel, whether restrictions implied by the factor structure are imposed in the forecasting equation or not and whether …

research reports conclude that the difference between the entertained forecasting models is 'insignificant'. This paper … Carlo experiments for simple time-series decision problems. -- information criteria ; forecasting ; hypothesis testing …

This paper analyzes the forecasting performance of financial market data in comparison to other indicator groups to … evaluate the forecasting performance using a significance test. In addition, we investigate the stability of forecasting models …-term forecasting, especially for the US and longer forecast horizons. Nevertheless, the results indicate that the Great Recession was …

forecasting. Economic forecasting is made difficult by economic complexity, which implies non-linearities (multiple interactions … the algorithm in forecasting GDP growth 3- to 12-months ahead is assessed through simulations in pseudo-real-time for six …