The main aim of this paper is to provide forecast intervals for inflation and unemployment rate in Romania, bringing … methodological novelties in the construction and evaluation of the prediction intervals. Considering the period 2004-2017 as forecast … information has been used, the forecast intervals were very short. The proposed Bayesian technique for assessing prediction …

unemployment, as well as to forecast the number of students across the many different types of education. By clustering the factor … period than our detailed education data panel, we propose a twostep estimation procedure. First, we consider a score …

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 …