This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of vector autoregressive models (VAR) that allow for both structural change and indicators sampled at different frequencies. We extend the literature by evaluating a mixed-frequency time-varying...

Macroeconomic forecasting in recessions is not easy due to the inherent asymmetry of business cycle phases and the increased uncertainty about the future path of the teetering economy. I propose a mixed-frequency threshold vector autoregressive model with common stochastic volatility in mean...

Despite revolutionizing the work of practicing economists by providing a direct link between neo-classical economic theory and revealed market preference data, Random Utility Theory has yet to guide research applications in global market sustainability. With the worldwide adverse socio-economic...

Abstract This paper reports a broad study using epidemic-related counting data of COVID-19 disease caused by the novel coronavirus (SARS-CoV-2). The considered dataset refers to 119 countries’ daily counts of reported cases and deaths in a fixed period. For the data analysis, it has been...

Despite revolutionizing the work of practicing economists by providing a direct link between neo-classical economic theory and revealed market preference data, Random Utility Theory has yet to guide research applications in global market sustainability. With the worldwide adverse socio-economic...

This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of vector autoregressive models (VAR) that allow for both structural change and indicators sampled at different frequencies. We extend the literature by evaluating a mixed-frequency time-varying...