relate to the forecasting environment (which cannot be influenced by the forecasters). Among the variables capturing the … forecasting design (which can, by contrast, be influenced by the forecasters), the size of the dataset from which factors are … unbalanced panel, whether restrictions implied by the factor structure are imposed in the forecasting equation or not and whether …

pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …

pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …

This paper derives new theoretical results for forecasting with Global VAR (GVAR) models. It is shown that the presence … Purchasing Managers Indices (PMIs) for forecasting global (48 countries) growth, and compare forecasts from AugGVAR models with a … number of data-rich forecasting methods, including Lasso, Ridge, partial least squares and factor-based methods. It is found …

nowcasting and forecasting quarterly world GDP using mixed-frequency models. We find that a recently proposed indicator that …

valuable for out-of-sample forecasting even after controlling for the central bank inflation forecasts, which are an important …