-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …

several forecasting experiments. …

This paper deals with the estimation of employment equations for Germany, which are to be used for forecasting and …, however, is affected by German reunification and relative factor prices no longer play a significant role. The forecasting …

consumer spending is based on households’ expectations of their future income. However, in short-term forecasting, the … addition, consumer confidence seems to contain both a forecasting and independent explicative ability to predict consumption …

application Insights for Search. The forecasting performance of the new indicator is assessed relative to the two most common … Index. The results show that in almost all conducted in-sample and out-of-sample forecasting experiments the Google …

This paper compares the out-of-sample forecasting accuracy of time series models using the Root Mean Square, Mean … to December 2002. The forecasting sample (January 1996 – December 2002) is divided into four sub-periods. First, for … total forecasting sample, we find that MA(4)-ARCH(1) provides superior forecasts of unemployment rate. On the other hand …