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 …

usefulness for forecasting real oil prices and global petroleum consumption. We find that world industrial production is one of …

-switching models, and forecast combination to predict the dynamics in the S&P 500. First, we aggregate the weekly information of 115 …

We forecast New York state tax revenues with a mixed-frequency model using a number of machine learning techniques. We …

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