We study the forecasting performance of three alternative large scale approaches using a dataset for Germany that … indicate that in many cases the gains in forecasting accuracy relative to a simple univariate autoregression are only moderate …

observations from 1963 to 2004. We rely on forecasts from the joint forecast of the so-called "six leading" forecasting …

This paper merges two specifications developed recently in the forecasting literature: the MS-MIDAS model introduced by …

probabilities with a simple GDP forecasting model yields an accurate nowcast for the steepest decline in GDP in 2009Q1 and a correct …

indicators. Using a probit forecasting model, we show that measures of market stress and the inflation-unemployment situation … over time: weakening financial conditions were central in forecasting recessions in the early 2000s, while both factors …

structural model for the Netherlands sup- plemented with leading indicator variables. In a pseudo out-of-sample forecasting … forecasting performance of the factor models. However, only the dynamic factor model systematically outper- forms and encompasses … the autoregressive benchmark model with an op- timal subset of the data of around 110 series. The forecasting gains in …