constancy, which is a central element in model-based forecasting. The empirical results indicate substantial room for an …

variable selection and estimation in one step. We evaluate the forecasting accuracy of these estimators for a large set of …

evaluating parameter constancy, which is a central element in model-based forecasting. The empirical results indicate substantial …

dependence of GDP growth, CF, and various risk factors in a VAR framework. We find that the VAR models chosen fit the data well …

price level. Based on different diagnostic and evaluation criteria, the best forecasting model for predicting inflation in …

This paper presents a MIDAS type mixed frequency VAR forecasting model. First, we propose a general and compact mixed …-of-sample forecasting exercise with US real-time data yields that the mixed frequency VAR substantially improves predictive accuracy upon a … frequency VAR framework using a stacked vector approach. Second, we integrate the mixed frequency VAR with a MIDAS type Almon …

This paper presents a MIDAS type mixed frequency VAR forecasting model. First, we propose a general and compact mixed … pseudo out-of-sample forecasting exercise with US real-time data yields that the mixed frequency VAR substantially improves … frequency VAR framework using a stacked vector approach. Second, we integrate the mixed frequency VAR with a MIDAS type Almon …

There are many econometric methods for forecasting by different economic variables in the future. recently, the … procedures of dynamic forecasting either for univariate or multivariate models were available for estimation on the software … models, with respect to, estimation, choosing the best fit model for forecasting by the economic variables, i.e., labor and …