The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that … frequencies on a common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using …

reverse yield gap, the credit quality spread) for fore-casting real economic activity and inflation in the euro area. A … quarterly Bayesian vector autoregression model is used to assess the marginal forecasting power of financial spreads for real …

on the state of the Italian economy in the 1990s, taking as a benchmark the forecasting errors generated by the quarterly … forecasting errors in monetary and real variables, thereby taking into account links that may not be accounted for by the modelï …

that asymmetries show up in their unconditional distribution, as well as in their unconditional copula. The VaR forecasting …

different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …