The internal models amendment to the Basel Accord allows banks to use internal models to forecast Value-at-Risk (VaR … used to forecast VaR thresholds under a variety of distributional assumptions. The results suggest that, within the current …

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 …

This article proposes a modified method for the construction of diffusion indexes in macroeconomic forecasting using … models with smaller forecast errors than previously used methods. …

production series for 17 OECD countries. We find that forecasting performance varies widely across series, across forecast … we examine the forecasting performance of various models for seasonality and nonlinearity using quarterly industrial … short forecast horizons, whereas nonlinear models with more elaborate seasonal components dominate at longer horizons. …

over-forecasting and the associated ample labor supply for the warehouse. As compared to under-forecasted days, labor … estimated from daily data on bias and labor efficiency. The positive effects of intentional over-forecasting on productivity are … determine the amount of intentional forecast bias that works best for their situation. The information required for this kind of …

explicit mathematical expression for a judgementally adjusted model-based forecast. The key pa- rameters in the expression …

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