This paper examines disclosures by sell-side analysts when their institution has a lending relationship with the firms …

This paper surveys recent developments in the evaluation of point forecasts. Taking West’s (2006) survey as a starting …

This paper examines the asymptotic and finite-sample properties of tests of equal forecast accuracy when the models … 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. …

the inflation goal of the central bank and important to the accuracy of longer-term inflation forecasts, this paper uses … 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 … computation and use of predictive densities and fan charts. Although the reduced form model is the focus of the paper, we also …

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 …