We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need … in forecasting the price of oil? How useful are survey forecasts? How does one evaluate the sensitivity of a baseline oil …

expectations. This paper analyses empirically whether enhanced central bank transparency lowers dispersion among professional … affected by the various central bank transparency measures analyzed in this paper. …

This paper challenges the widespread view that forward exchange premia contain little information regarding subsequent …

the most relevant recent developments in this field of economic forecasting. To begin with, we analyse the problem of … leading indicator based forecasts, and review the recent literature on the forecasting performance of leading indicators. …

forecasts using conventional statistical measures of forecast accuracy, in this Paper we investigate whether there is any …

This paper assesses the performance of Bayesian Vector Autoregression (BVAR) for models of different size. We consider … forecasting accuracy and then perform a structural exercise focused on the effect of a monetary policy shock on the macroeconomy …. Results show that BVARs estimated on the basis of hundred variables perform well in forecasting and are suitable for …

decisions. In this Paper, we provide a thorough test of the trend recognition and forecasting ability of financial professionals … not depend on a specific informational setting but solely on the specific task considered. This Paper demonstrates that a …

-linearities. This Paper proposes a term-structure forecasting model of exchange rates based on a regime-switching vector equilibrium … premia contains valuable information for forecasting future spot exchange rates and that exchange rate dynamics display non …