criticized for being nonrobust when adjusted for serial correlation. Moreover, the forecasting power of these aggregative … incorporate key demographic restrictions and when they are properly aggregated, they have considerable forecasting power …

A forecasting comparison is undertaken in which 49 univariate forecasting methods, plus various forecast pooling … procedures, are used to forecast 215 U.S. monthly macroeconomic time series at three forecasting horizons over the period 1959 … - 1996. All forecasts simulate real time implementation, that is, they are fully recursive. The forecasting methods are based …

history of the asset in question. A hypothetical insurance market is set up, where competing forecasting algorithms are used …. One algorithm is used by each hypothetical agent in an "ex post ante" forecasting exercise, using the available history of … forecasting algorithms …

This paper considers the problem of forecasting a collection of short time series using cross sectional information in …

Forecasts of the rate of price inflation play a central role in the formulation of monetary policy, and forecasting … forecasting puzzles. It appears currently to be difficult for multivariate forecasts to improve on forecasts made using this time …