Brüggemann, Ralf; Lütkepohl, Helmut; Marcellino, … - In: Journal of Forecasting 27 (2008) 6, pp. 465-481
It is investigated whether euro area variables can be forecast better based on synthetic time series for the pre-euro period or by using just data from Germany for the pre-euro period. Our forecast comparison is based on quarterly data for the period 1970Q1-2003Q4 for 10 macroeconomic variables....