rates approach forecasting from a different perspective. Rather than focus on forecast errors for bilateral exchange rates … magnitude of portfolio drawdowns. -- exchange rate forecasting ; forecast evaluation ; conditioners ; quantitative models …

growth, inflation, and unemployment over 1985-2020, we find pervasive overreaction to news at most of the monthly forecast …

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

avenue to measure and forecast regional economic activity. …

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 …

We examine forecast accuracy and efficiency of the Social Security Administration's projections for cost rate, trust …

random walk benchmark in an out-of-sample environment. Second, lags of investment growth, crude oil price growth and realized …

Futures markets are a potentially valuable source of information about price expectations. Exploiting this information … has proved difficult in practice, because time-varying risk premia often render the futures price a poor measure of the … market expectation of the price of the underlying asset. Although this expectation in principle may be recovered by adjusting …

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