We use a newly available dataset of euro area quarterly national accounts fiscal data and construct multivariate state space mixed-frequencies models for the government deficit, revenue and expenditure in order to assess its information content and potential use for fiscal forecasting and...

Sales forecasting is becoming increasingly complex, due to a range of factors, such as the shortening of product life cycles, increasingly competitive markets, and aggressive marketing. Often, forecasts are produced using a Forecasting Support System that integrates univariate statistical...