In this study we investigate the yield curve forecasting performance of Dynamic Nelson–Siegel Model (DNS), affine term … variables in forecasting the yield curve. We have reached numbers of important results: 1—Macroeconomic variables are very … useful in forecasting the yield curve. 2—The forecasting performances of the models depend on the period under review. 3 …

inflation forecasts. Our forecasting approach is based on extracting the factors from the subcomponents of the CPI at the … disaggregated price data improves forecasting performance. The forecasts of the factor models that extract the information from the …

dataset is compiled for the Portuguese economy and its usefulness for nowcasting and short-term forecasting is investigated …

interest about forecasting such imminent threats for economic stability. In this paper we propose a novel hybrid forecasting … Vector Regression (SVR) methodology that originates from machine learning. We test the forecasting ability of the proposed …-of-sample forecasting. Finally, we argue that this new methodology can be used as an early warning system for forecasting sudden house price …

The increasing interest aroused by more advanced forecasting techniques, together with the requirement for more … evaluate the forecasting performance of neural modelling relative to that of time series methods at a regional level … compare the forecasting performance of linear models to that of nonlinear alternative approaches. Pre-processed official …

ability to anticipate the output growth. For this purpose, we propose an extended MIDAS model that allows the forecasting of …

fault tolerance, as well as the potential for use in forecasting applications of economic growth. Furthermore, the ANN … forecasting system of economic growth with related application has been proposed, based on ANN. The results show that the Zhejiang …