forecasting stock returns, especially in emerging markets, and in predicting standard indicators of international business …

the most relevant recent developments in this field of economic forecasting. To begin with, we analyze the problem of … resulting leading indicator based forecasts, and review the recent literature on the forecasting performance of leading …

to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …

and to forecast GDP growth all within the same unified setting. We classify the common component of the variables into … leading, lagging and coincident with respect to the common component of quarter-on-quarter GDP growth. 22% of the variables … Belgian GDP, while they lead euro area GDP and its confidence indicators. Consumer confidence seems to lag. Although the model …

the beginning of 2018. They also have performed well in forecasting the direction of inflation. In terms of the …