period 1970Q1 - 2003Q4 for ten macroeconomic variables. The years 2000 - 2003 are used as forecasting period. A range of … different univariate forecasting methods is applied. Some of them are based on linear autoregressive models and we also use some … forecasting variables which need considerable adjustments in their levels when joining German and EMU data. These results suggest …

period 1970Q1 - 2003Q4 for ten macroeconomic variables. The years 2000 - 2003 are used as forecasting period. A range of … different univariate forecasting methods is applied. Some of them are based on linear autoregressive models and we also use some … forecasting variables which need considerable adjustments in their levels when joining German and EMU data. These results suggest …

period 1970Q1 - 2003Q4 for ten macroeconomic variables. The years 2000 - 2003 are used as forecasting period. A range of … different univariate forecasting methods is applied. Some of them are based on linear autoregressive models and we also use some … forecasting variables which need considerable adjustments in their levels when joining German and EMU data. These results suggest …

data for the pre-Euro period. We argue that this is a useful alternative to standard contemporaneous aggregation methods … precise than those obtained with standard area-wide data. A recursive pseudo-out-of-sample forecasting experiment using …

This paper proposes a new method of forecasting euro area quarterly real GDP that uses area-wide indicators, which are … information approach outperforms alternative forecasting methods in terms of forecast accuracy. …

point and density forecasts, in line with forecasting practices at many policy institutions. Our main findings are that … point forecasts perform similarly using both approaches, whereas directly forecasting aggregate indices tends to yield … better density forecasts. In the aftermath of the Great Financial Crisis, relative forecasting performance was typically only …