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Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models
16 references·0 citing·42 second hop
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
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  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
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  • 2003Do financial variables help forecasting inflation and real activity in the euro area?336 cited
  • 2004Forecasting economic and financial time-series with non-linear models295 cited
  • 2005Linear models, smooth transition autoregression, and neural networks for forecasting macroeconomic time series: A re-examination275 cited
  • 2007

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Forecasting German GDP using alternative factor models based on large datasets
161 cited
  • 2008How successful are dynamic factor models at forecasting output and inflation? A meta‐analytic approach137 cited
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