represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic …-horizon forecasting and structural models should be used in long-horizon forecasting. Our paper compareds both state-of-the art data …

represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic …-horizon forecasting and structural models should be used in long-horizon forecasting. Our paper compareds both state-of-the art data …

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 …

encouraging. In a pseudo out-of-sample exercise, our approach beats relevant benchmarks for forecasting CPI inflation and an …

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

policy is not implemented in the same way and the NNAR models are better for inflation forecasting. …

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 …

trends in ethane and modeling the inter-annual variability, this paper aims at forecasting the atmospheric ethane burden … complicates the analysis and limits the availability of appropriate forecasting methods. In this paper, we propose five distinct …

important include macroeconomic and financial time series. In this paper we are testing forecasting capacity of the time series … forecasting the number of tourist guests for the next year. …