underwriters and issuing firms in the Japanese corporate bond market, stochastic life table forecasting: a time-simultaneous fan …

forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …

forecasting range. Next, additional forecasts are computed, by combining the NN methodology with Shift-Share Analysis (SSA). Since …-of-sample forecasting ability of the models is evaluated by means of several appropriate statistical indicators. …

This paper puts forward kernel ridge regression as an approach for forecasting with many predictors that are related … overfitting. We extend the kernel ridge regression methodology to enable its use for economic time-series forecasting, by …

, namely United States, Germany, United Kingdom, The Netherlands and Japan, the other forecasting approaches do not outperform … the additional information contents of the structural models and expert knowledge is only relevant for forecasting 12 …

-series techniques to distinct time series of regional data may then become a sub-optimal forecasting strategy. In the field of regional … forecasting of socio-economic variables, both linear and non-linear models have recently been applied and evaluated. However … spatial structure that is required for the estimation of spatial models improves the forecasting performance of non …

This discussion paper resulted in a publication in the <I>International Journal of Forecasting</I> (2013). Volume 29 …

-series techniques to distinct time series of regional data may then become a sub-optimal forecasting strategy. In the field of regional … forecasting of socio-economic variables, both linear and non-linear models have recently been applied and evaluated. However … spatial structure that is required for the estimation of spatial models improves the forecasting performance of non …