) specifications and survey forecasts by optimally exploiting their properties. To do that, it compares the forecasting performance of …-term forecast horizons using both univariate and multivariate forecasting metrics. Results show that the Survey of Professional …

) specifications and survey forecasts by optimally exploiting their properties. To do that, it compares the forecasting performance of …-term forecast horizons using both univariate and multivariate forecasting metrics. Results show that the Survey of Professional …

the so-called Mixed Data Sampling (MIDAS) approach that directly exploits the information content of monthly indicators to … smoothness priors in a distributed lag model, that weakens the restrictions the traditional MIDAS approach imposes on the data to …-nested specifications. It is found that the MIDAS approach is able to timely identify, from monthly information, important signals of the …

We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA …

inflation forecasting and monetary policy decision support. In contrast to the previous conditional projections, the MPM offers …

comparison methodology, we find that boosting is a serious competitor for forecasting US industrial production growth in the …

markets. We analyze the respective forecasting accuracy and our results indicate that there exist substantial differences …

reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat naïve … environment, we analyse the forecasting behaviour of students experimentally, using a simulated currency series. Our results … indicate that a topically oriented trend adjustment behaviour (TOTA) is a general characteristic of human forecasting behaviour …