short-term forecasting models. These empirical findings have been established for different macroeconomic data sets and … specification is most effective in its forecasting performance. Furthermore, the forecast performances of the different … extended empirical out-of-sample forecasting competition for quarterly growth of gross domestic product in the euro area and …

Short-term inflation forecasting is an essential component of the monetary policy projections at the Central Bank of … Nigeria. This paper proposes four short-term headline inflation forecasting models using the SARIMA and SARIMAX processes and … compares their performance using the pseudo-out-of-sample forecasting procedure over July 2011 to September 2013. According to …

forecasting performance of the various model specifications. The extension of a basic growth model with a constant mean to models … expectations is important for forecasting growth in specific periods, such as the the recession periods around 2000s and around …

This paper proposes three short-term forecasting models for the adjusted external reserves using the seasonal …-out-of-sample forecasting procedure over July 2013 to May 2014. The results show that SARIMA model outperformed the other models in three to six … months forecast horizon, whereas ARDL model performs better in one to two months forecast horizon. Therefore, in forecasting …