In this paper we propose a simple model to forecast industrial production in Italy. We show that the forecasts produced using the model outperform some popular forecasts as well as those stemming from a trading days- and outlier-robust ARIMA model used as a benchmark. We show that the use of...

In this paper we propose a simple model to forecast industrial production in Italy up to 6 months ahead. We show that the forecasts produced using the model outperform some popular forecasts as well as those stemming from an ARIMA model used as a benchmark and those from some single equation...

In this paper we propose a simple model to forecast industrial production in Italy. We show that the forecasts produced using the model outperform some popular forecasts as well as those stemming from a trading days- and outlierrobust ARIMA model used as a benchmark. We show that the use of...