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 …

. After ten prosperous years with an average GDP growth of 3.7%, the current recession places non-judgemental forecasting …-sized linear dynamic regressions with priors originating in the Bayesian VAR literature. Our forecasting procedure can be …

for economic analysis and forecasting. This enormous volume of information, available in real time, can be handled by … inflows to Spain (the Spanish tourist industry's main customers). The improvement in the forecasting provided by the short …

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 …