spread-to predict economic recessions in the United States. We also examine the sources of forecasting gains using a …

parameters we compare the out-of-sample forecasting performance of an inflation model including a shadow rate interaction term …

This paper derives new theoretical results for forecasting with Global VAR (GVAR) models. It is shown that the presence … Purchasing Managers Indices (PMIs) for forecasting global (48 countries) growth, and compare forecasts from AugGVAR models with a … number of data-rich forecasting methods, including Lasso, Ridge, partial least squares and factor-based methods. It is found …

-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …

nowcasting and forecasting quarterly world GDP using mixed-frequency models. We find that a recently proposed indicator that …