equation models suffer a great variation in the forecast performance relative to the benchmark model over the analysed sub … pooling based on the Cross-Validation and the Mallows criterion provide a very stable and accurate forecast performance. …

compare the forecast performance of bridge equations and unrestriced MIDAS models with constant and time-varying parameters … improve forecasts significantly over all vintages. However, since the Great Recession, forecast errors are smaller when …

indicators for forecasting quarterly Chinese GDP growth. We iterate the evaluation over forecast horizons from 370 days to 1 day … at the respective day of forecast. This procedure allows us to detect how useful a specific indicator is at a specific … forecast horizon relative to other indicators. Despite being published with an (additional) lag of one month the OECD leading …

predictive accuracy upon a standard VAR for different VAR specififications. Forecast errors for, e.g., GDP growth decrease by 30 … to 60 percent for forecast horizons up to six months and by around 20 percent for a forecast horizon of one year. …

resolve these issues, we examine a range of monthly indicators to forecast quarterly GDP growth in a major emerging economy …, Russia. Numerous useful indicators are identified and forecast pooling of three model classes (bridge models, MIDAS models … forecast accuracy of each of the three model classes. Our results show that differences in performance of model classes are …

standard VAR for different VAR specifications. Forecast errors for, e.g., GDP growth decrease by 30 to 60 percent for forecast … horizons up to six months and by around 20 percent for a forecast horizon of one year. …

indicators for forecasting quarterly Chinese GDP growth. We iterate the evaluation over forecast horizons from 370 days to 1 day … at the respective day of forecast. This procedure allows us to detect how useful a specific indicator is at a specific … forecast horizon relative to other indicators. Despite being published with an (additional) lag of one month the OECD leading …

predictive accuracy upon a standard VAR for dierent VAR specications. Forecast errors for, e.g., GDP growth decrease by 30 to 60 … percent for forecast horizons up to six months and by around 20 percent for a forecast horizon of one year. …

indicators for forecasting quarterly Chinese GDP growth. We iterate the evaluation over forecast horizons from 370 days to 1 day … at the respective day of forecast. This procedure allows us to detect how useful a specific indicator is at a specific … forecast horizon relative to other indicators. Despite being published with an (additional) lag of one month the OECD leading …