. To evaluate ex-ante forecasting performance for particular rates, different forecast features such as mean squared errors …

The paper proposes a data driven adaptive model selection strategy. The selection crite- rion measures economic ex–ante … forecasting content by means of trading implied cash flows. Empirical evidence suggests that the proposed strategy is neither … specifications. Keywords: Model selection, Principal components, Factor analysis, Ex–ante forecasting, EURIBOR swap term structure …

structure. To evaluate ex-ante forecasting performance for particular short, medium and long term rates and for the level, slope …

structure. To evaluate ex–ante forecasting performance for particular short, medium and long term rates and for the level, slope …

structure. To evaluate ex?ante forecasting performance for particular short, medium and long term rates and for the level, slope …

structure. To evaluate ex?ante forecasting performance for particular short, medium and long term rates and for the level, slope …

. To evaluate ex-ante forecasting performance for particular rates, different forecast features such as mean squared errors … big hit ability. Keywords: Principal components, ex–ante forecasting, EURIBOR swap rates, term struc- ture, directional … approach yields promising results in forecasting macroeconomic variables. A particular issue in dynamic ex–ante forecasting is …

We take a model selection approach to real-time macroeconomic forecasting using linear and nonlinear models. True ex-ante … forecasting are constructed by using unrevised as opposed to fully revised data. Model selection as well as model performance …