Forecast Pooling for European Macroeconomic Variables

Article Abstract:

The article compares linear, non-linear, and time-varying models against forecast pooling using approximately 500 macroeconomic variables for European Monetary Union countries. Findings show that combination methods work satisfactorily but can be outperformed by non-linear models for several series.

Methods, Economic aspects, Comparative analysis, Macroeconomics, Econometric models, European monetary union

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Dating business cycles: a methodological contribution with an application to the Euro area

Article Abstract:

An algorithm for dating and analyzing the business cycles is presented. Effectiveness of the algorithm is examined on business cycles within euro-area.

Usage, Algorithms, Business cycles, Algorithm

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Forecast bias and MSFE encompassing

Article Abstract:

The encompassing of the mean squared forecast error in bias forecasting and its invalidity when forecasts are biased is discussed.

Statistical Data Included, Models, Rational expectations (Economics)

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