structural and cyclical factors. …

choice of the estimation window size. The methodologies involve evaluating the predictive ability of forecasting models over … application shows the usefulness of the methodologies for evaluating exchange rate models' forecasting ability. …This paper proposes new methodologies for evaluating out-of-sample forecasting performance that are robust to the …

(VEC) literature, the author specifies the baseline model as a Bayesian VEC. The author documents the model's forecasting … promise as a workhorse forecasting tool. …

robustness of published econometric results, for analyzing policy, and for forecasting. The data set consists of vintages, or …

Vector-autoregression (VAR) forecast models have been developed for many state economies, including the three states in …

for optimal point prediction under asymmetric loss. More generally, even for models with linear conditional-mean structure …

This paper proposes Bayesian forecasting in a vector autoregression using a democratic prior. This prior is chosen to …