This paper investigates the role of mismatch between job seekers and job openings for the forecasting performance of a …-of-sample tests that account for the nested model environment, we find that forecasting models enhanced by the mismatch indicator …

distinguishing whether the inflation observed by the ECB at the time of forecasting is above or below the target. The forecasts are …. Our findings bear important implications for the ECB forecasting process and ultimately for its communication strategy. …

both point and density forecasting performance over the sample 2011Q4-2020Q1. Our results show that MIDAS regressions with …

distinguishing whether the inflation observed by the ECB at the time of forecasting is above or below the target. The forecasts are …. Our findings bear important implications for the ECB forecasting process and ultimately for its communication strategy. …

This paper proposes new methodologies for evaluating out-of-sample forecasting performance that are robust to the … choice of the estimation window size. The methodologies involve evaluating the predictive ability of forecasting models over … the usefulness of the methodologies for evaluating exchange rate models' forecasting ability. …

standard approach. Using several shrinkage based forecasting methods, including new methods proposed here, we evaluate … random walk would not be the optimal forecasting method in a real time forecasting exercise, at least for some predictive …

forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this … point forecasting, while it can be exploited to produce more accurate sign and probability forecasts. Finally, we highlight … that the forecasting performance of the estimated models is time-varying. …