of them forecasting future mortality rates by extrapolating one or more latent factors. The abundance of proposed models … shows that forecasting future mortality from historical trends is non-trivial. Following the idea proposed in Deprez et al … learning estimator is then forecasted according to the Lee-Carter framework, allowing one to obtain a higher forecasting …

Extrapolative methods are one of the most commonly-adopted forecasting approaches in the literature on projecting … forecasting point of view, the main difference between the two types of models is whether they treat recent and historical … information equally in the projection process. In this paper, we compare the forecasting performance of the two types of models …

whether Google Trends provides significant forecasting improvements over models without search data. Second, we assess whether … a high-frequency variable (weekly Google Trends) is more useful for accurate forecasting than a low-frequency variable … arrivals, is useful for predicting the actual number of tourist arrivals. The MIDAS forecasting model that employs weekly …

their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results …