rates approach forecasting from a different perspective. Rather than focus on forecast errors for bilateral exchange rates …

This paper explores a range of different forecast methods for Brent oil prices and analyses their performance relative … across forecast horizons. To address this instability, we propose a forecast combination for predicting quarterly real Brent … generates forecasts whose performance is robust over time. The improvements in forecast accuracy and stability are noticeable in …

Although there is much interest in the future retail price of gasoline among consumers, industry analysts, and … policymakers, it is widely believed that changes in the price of gasoline are essentially unforecastable given publicly available … information. We explore several new forecasting approaches for the U.S. retail price of gasoline and compare their accuracy with …

This paper considers forecast averaging when the same model is used but estimation is carried out over different … estimation windows leads to a lower bias and to a lower root mean square forecast error for all but the smallest of breaks …

We have argued that from the standpoint of a policy maker, the uncertainty of using the average forecast is not the … that the uncertainty of the average forecast can be expressed as the disagreement among the forecasters plus the volatility … the conceptually correct benchmark forecast uncertainty …

rates approach forecasting from a different perspective. Rather than focus on forecast errors for bilateral exchange rates …

quite rapidly with the forecast horizon, and (b) AugGVAR forecasts do as well as other data-rich forecasting techniques for … short horizons, and tend to do better for longer forecast horizons …