__Abstract__ The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects … for forecasting weekly and monthly horizons. …

This paper proposes new methodologies for evaluating out-of-sample forecasting performance that are robust to the … choice of the estimation window size. The methodologies involve evaluating the predictive ability of forecasting models over … application shows the usefulness of the methodologies for evaluating exchange rate models' forecasting ability. …

installed based information and provide several ways in which installed base forecasting can be used. We discuss cases of … installed based forecasting at four companies and list the issues involved. Moreover, we provide some models to assess the value …

-of-sample forecasting exercise to study money-income Granger causality, both linear and nonlinear, we believe is new to the literature. The … forecasting results do not suggest that money is nonlinearly Granger causal for output. In fact, they show that by allowing money … to nonlinearly Granger cause output, the forecasting performance of the STVECM is significantly worsened. …

(p) model for all forecast horizons and different AR models for different horizons. Representation, estimation and forecasting …

out-of-sample forecasting where we compare forecasts from the SEASTAR models with forecasts from nested models. It turns …