Summary This paper provides a review of the recent literature concerned with large factor models as forecast devices.We focus on factor models that account for mixed-frequency data and missing observations at the end of the sample. These are data irregularities applied forecasters have to cope...

The rapid and accelerating development of security economics has generated great demand for more and better data, to accommodate the empirical research agenda. The present paper serves as a guide to policy makers and researchers for security-related databases. The paper focuses on two main...

This paper evaluates the forecast performance of boosting in comparison to the forecast combination schemes and dynamic factor models presented in Stock and Watson (2006). We find that boosting is a serious competitor for forecasting US industrial production.

This article devises a method to separate the Global Terrorism Database (GTD) into transnational and domestic terrorist incidents. This decomposition is essential for the understanding of some terrorism phenomena when the two types of terrorism are hypothesized to have different impacts. For...

This paper provides a review of the recent literature concerned with large factor models as forecast devices.We focus on factor models that account for mixed-frequency data and missing observations at the end of the sample. These are data irregularities applied forecasters have to cope with in...

In this paper we document a common sense idea: When an individual is searching for a new job, the longer it takes the more s/he will be available to adapt her/his skills, often with a worsening in status and/or wage. We used a dataset of administrative source, containing a sample of individuals'...