story-telling and policy analysis were in the forefront of applications since its inception, the forecasting perspective of … models are inferior in ex-ante forecasting a crisis. Surprisingly however, it turned out that not all but those models which … only detect the turning point of the Austrian business cycle early in 2008 but they also succeeded in forecasting the …

forecasting inflation, while the BVARX model fares better in forecasting …

-on-quarter growth rate in Switzerland. It also assesses the informational content of macroeconomic data releases for forecasting of the … for GDP forecasting, although their ranking depends on the underlying transformation of monthly indicators from which the …

concept of the guaranteed upper risk of forecasting and the d-admissible distortion level is defined here. In order to make …

quantitative macroeconomics. However, DSGE models was not considered as a forecasting tool until very recently. The objective of … this paper is twofold. First, we compare the forecasting ability of a canonical DSGE model for the Spanish economy with … series obtained from a DSGE model. The results indicate that the out-of-sample forecasting performance of the proposed method …

second survey-based factor, and the short term forecasting performance of the model in a pseudo-real time experiment. We find …. Moreover, the two factor model outperforms in terms of out of sample forecasting accuracy the traditional autoregressive …