uncertainty of a combined forecast should be interpreted as that of a typical forecaster randomly drawn from the pool. With a … some previously used measures significantly underestimate the conceptually correct benchmark forecast uncertainty …

realized sales, we document that only major forecast errors are predictable and display autocorrelation. This result is a … forecast errors are neither predictable nor autocorrelated. To arrive at this result, we develop a novel methodology to … environments where information processing is more costly. This results in major forecast errors that are predictable and …

This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of vector autoregressive …

This paper documents the existence of Political Forecast Cycles. In a theoretical model of political selection, we show …

, we use a free and instantaneous available source of leading indicators, the ifo World Economic Survey (WES), to forecast … major WES indicators produces on average lower forecast errors compared to a benchmark model. Second, the most important WES …, adding the WES indicators of the main trading partners leads to a further increase of forecast accuracy in more than 50% of …

are provided by the ifo Institute and IHS Markit. We conduct an out-of-sample, real-time forecast experiment for growth of …

imbalance and forecast bias. We found that in cases of severe class imbalance, the forecasts need to be adequately biased to …

forecasts are derived from non-directional forecasts and whether point forecast have predictive value when transformed into …