have been shown to improve forecasting models for various economic and financial series. In the aftermath of the global … financial crisis, modeling and forecasting mortgage demand and subsequent approvals have become a central issue in the banking … number of new mortgage approvals and markedly improve their nowcasting and forecasting performance. …

forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor … on euro-area data show that the now- and forecasting performance of our new model is superior to that of the subset …

as benchmark. Finally, we replicate the forecasting experiment including as predictors both an indicator of unemployment …

during unstable periods, such as the Great Recession, but also remain over more tranquil periods. …

. Forecasting from such a model assuming "no structural break" and "correct model" is tantamount to ignoring important aspects of …) a random walk model. Optimal IC approach, though computational intensive, outperforms in forecasting next period …

selecting the best forecasting model class in finite samples of practical relevance. Flanking such a horse race by predictive …

the beginning of 2018. They also have performed well in forecasting the direction of inflation. In terms of the …