model is demonstrated by analyzing the pre- and post-financial crisis periods for forecasting exchange rates. The out-of-sample …

forecasting performance of the dynamic factor predictive regression model by comparing in-sample and out-of-sample predictability … out-of-sample predictability. The detailed analysis of the diffusion indexes reveals that each factor captures different … large set of financial and macroeconomic data in Korea and evaluate its in-sample and out-of-sample predictability in …

model is demonstrated by analyzing the pre- and post-financial crisis periods for forecasting exchange rates. The out-of-sample …

original 17 variables, were useful in predicting the equity premium in-sample and out-of-sample. Our samples include the …

forecasting performance of the dynamic factor predictive regression model by comparing in-sample and out-of-sample predictability … out-of-sample predictability. The detailed analysis of the diffusion indexes reveals that each factor captures different … large set of financial and macroeconomic data in Korea and evaluate its in-sample and out-of-sample predictability in …