forecasting applications of the estimated model are demonstrated, based on a novel Bayesian framework for conditioning on judgment …

money in forecasting euro-area inflation. We compare the predictive performance within and among various classes of …

forecast data from the SPF, CBO, Federal Reserve, and asset prices. Unanticipated fiscal stimulus and interest rate shocks we …

This paper analyzes the inflation forecast errors over the period 2021Q1-2022Q3 using forecasts of core and headline … economies. The findings reveal evidence of forecast bias that worsened initially then subsided towards the end of the sample …. There is also evidence of forecast oversmoothing indicating rigidity in forecast revision in the face of incoming …

this common forecasting problem manually is resource-intensive, but the existing literature provides little guidance on how … method can reproduce the smoothness of professional forecasts subject to various constraints and slightly improve forecast …

This study applies state-of-the-art machine learning (ML) techniques to forecast IMF-supported programs, analyzes the …

forecasting models for Cambodia. Fourth, the paper present a vector autoregression model to forecast Cambodia’s GDP in the next …Assessing the current state of the economy and forecast the economic outlook in the next few quarters are important … inputs for policymakers. This paper presents a suite of models with an integrated approach to forecast Cambodia’s economy in …

The paper proposes an algorithm that uses forecast encompassing tests for combining forecasts. The algorithm excludes a … forecast from the combination if it is encompassed by another forecast. To assess the usefulness of this approach, an extensive …