The authors describe the key features of a new large-scale Canadian macroeconomic forecasting model developed over the …

obvious advantage of financial and energy market data in forecasting oil prices is their availability in real time on a daily … monthly inventories. We conclude that typically not much is lost by ignoring high-frequency financial data in forecasting the …

In this paper, the authors develop a new tool to improve the short-term forecasting of real GDP growth in the euro area …

important approach to forecasting the real price of oil which has not been studied systematically to date. This approach is …. Our objective is to evaluate this proposition. We derive from first principles a number of alternative forecasting model … not all product spread models are useful for out-of-sample forecasting, but some models are, even at horizons between one …

approach of combining five of the leading forecasting models with equal weights dominates the strategy of selecting one model … the single mostaccurate forecasting model by horizon, its accuracy can be shown to be much more stable over time. The mean …