subset of variables common to the larger sets of variables included in the competing forecasting models. We consider an out … comparing the predictive content of credit spreads to growth in real stock prices for forecasting U.S. real GDP growth. …

and forecasting, we specify a range of models of inflation, including: AR with constant trend; AR with trend equal to last …

This paper presents a 16-variable Bayesian VAR forecasting model of the U.S. economy for use in a monetary policy … setting. The variables that comprise the model are selected not only for their effectiveness in forecasting the primary …

discussed why and how the Bank develops its economic forecasts and why the role of judgment becomes paramount for forecasting …

The presentation of a method for building a time series regional forecasting model for Texas that requires only …

The purpose of this study is to examine the forecasting abilities of the same multivariate autoregressive model …. The second method is an approximation method as implemented in the MTS system by Automatic Forecasting Systems, Inc. ; The … percent. Using the SCA parameters for forecasting provided smaller mean absolute error (MAE) for 35 of the 40 values, with the …