In this paper we consider modeling and forecasting of large realized covariance matrices by penalized vector …

This paper deals with the estimation of employment equations for Germany, which are to be used for forecasting and …, however, is affected by German reunification and relative factor prices no longer play a significant role. The forecasting …

of point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also …

retailers. Forecasting the demand for cash on a granular level is crucial in the process to keep logistics costs low, while … models to define banknote production for the coming years, our contribution is to combine features of macro level forecasting … forecasting methods on granular level can substantially improve inventory performance for this use-case. To guide the …