-time forecasting exercise, the authors show that including additional factors - that reflect financial sector conditions - improves …

negative impact on the economic variables for the euro area. We also perform a forecasting analysis, where we assess the merits … of uncertainty indicators for forecasting industrial production, employment and the stock market, using different … models including the original financial uncertainty index in terms of forecasting. …

traditional forecasting models. The presented studies focus on the assessment of credit risk classes and on determination of the … of 15 years before the enterprises went bankrupt was conducted. This long forecasting horizon allows one to identify …