part focus on the development of models and methods for forecasting. The key question was whether one believes that the … forecasting discipline has made progress in the last three decades. Amongst various results, the most important one is that modest …

we examine the forecasting performance of various models for seasonality and nonlinearity using quarterly industrial … production series for 17 OECD countries. We find that forecasting performance varies widely across series, across forecast …

This paper is concerned with forecasting univariate seasonal time series data using periodic autoregressive models. We …

found to perform better in out-of-sample forecasting than a benchmark linear model. An empirical illustration for US GDP …

forecasting study. We include both single equation and multiple equation methods. A VAR model in first differences with and …

-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. …