Further Evidence on the Usefulness of Real-Time Datasets for Economic Forecasting
In this paper, we assess the relevance of real-time datasets for forecasting. We construct a variety of real-time prediction models and evaluate their performance in a series of ex-ante prediction experiments that are designed to mimic forecasting approaches used when constructing forecasts in real-...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2017-04-01
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| Series: | Quantitative Finance and Economics |
| Subjects: | |
| Online Access: | http://www.aimspress.com/QFE/article/1370/fulltext.html |