frequency indicators into forecasts of economic activity. This paper evaluates the forecast performance of MF-BVARs relative to … leverage a novel real-time dataset to conduct an out-of-sample forecasting exercise for U.S. real gross domestic product (GDP …). MF-BVARs are shown to provide an attractive alternative to surveys of professional forecasters for forecasting GDP growth …

This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of vector autoregressive …

We study the forecasting performance of three alternative large scale approaches using a dataset for Germany that … vector autoregression and model averaging techniques, where aggregation takes place before, during and after the estimation … indicate that in many cases the gains in forecasting accuracy relative to a simple univariate autoregression are only moderate …