Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Abstract The ability of 10 Google Analytics website traffic indicators from the Viennese DMO
website to predict actual tourist arrivals to Vienna is investigated within the VAR model class …

This paper assesses the empirical relevance of financial frictions in the Euro Area (EA) and
the United States (US). It provides a comprehensive set of comparisons between two …

A large number of models have been developed in the literature to analyze and forecast
changes in output dynamics. The objective of this paper was to compare the predictive …

In the paper we estimate a simple New Keynesian Dynamic Stochastic General Equilibrium
NK DSGE model on the basis of Polish macro data from the period 2000-2019. The model is …

This study extends the hybrid version of the baseline New-Keynesian model with
heterogeneous agents who may adopt various forecast heuristics. With a focus on consumer …

In this paper, we disentangle public spending components in order analyse their effects on
the US economy. Our Dynamic Stochastic General Equilibrium Model (DSGE) model …

In this paper we explore the potential of the DSGE-VAR modelling approach for examining
the effects of fiscal policy. The combination of the VAR and DSGE frameworks leads …

We estimate a medium‐scale dynamic stochastic general equilibrium model for the Euro
area with limited asset market participation (LAMP). Our results suggest that in the recent …

We evaluate the performance of individual and combination forecasts produced by Bayesian
vector autoregressions (Bayesian VARs) with economic and/or non-economic information. In …