This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …

aggregates are time-varying, much of the literature on forecasting aggregates considers the case of linear aggregates with fixed … theoretical setup and the forecasting results. …

This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …

This paper proposes a new method of forecasting euro area quarterly real GDP that uses area-wide indicators, which are … information approach outperforms alternative forecasting methods in terms of forecast accuracy. …

-forecast information. We show that the manufacturer's expected profit is convex in the retailer's forecasting accuracy: The manufacturer … benefits from selling to a better-forecasting retailer if and only if the retailer is already a good forecaster. If the … retailer has poor forecasting capabilities, then the manufacturer is hurt as the retailer's forecasting capability improves …

forecasting) are also provided. …

information by exerting costly forecasting effort. In such a setting, contracts play two roles: providing incentives to influence … the retailer's forecasting decision and eliciting information obtained by forecasting to inform production decisions. We … rebates, the retailer, manufacturer, and total system may benefit from the retailer having inferior forecasting technology …