Showing 1 - 10 of 396,970
short-term forecasting models. These empirical findings have been established for different macroeconomic data sets and … specification is most effective in its forecasting performance. Furthermore, the forecast performances of the different … extended empirical out-of-sample forecasting competition for quarterly growth of gross domestic product in the euro area and …
Persistent link: https://www.econbiz.de/10010395082
Persistent link: https://www.econbiz.de/10011622152
Persistent link: https://www.econbiz.de/10012134110
Persistent link: https://www.econbiz.de/10011455829
Persistent link: https://www.econbiz.de/10011488329
This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of vector autoregressive models (VAR) that allow for both structural change and indicators sampled at different frequencies. We extend the literature by evaluating a mixed-frequency time-varying...
Persistent link: https://www.econbiz.de/10012154665
Persistent link: https://www.econbiz.de/10014465295
performs favourably compared to the Eurosystem/ECB staff macroeconomic projections, (iv) forecasting performance deteriorates …
Persistent link: https://www.econbiz.de/10014315194
Persistent link: https://www.econbiz.de/10011332866
Persistent link: https://www.econbiz.de/10014228459