The study evaluates the forecasting ability of models of South Africa’s real fixed business nonresidential investment … spending growth over the recent 2003:1–2011:4 out-of-sample period. The forecasting models are based on the Accelerator …, Stock Price and Return Predictors models appear more important in forecasting the behaviour of South Africa’s business …

benchmarks (naive and autoregressive models) in forecasting real US house price over the annual out-of-sample period of 1859 …

forecasting gains are not significant relative to higher-order AR and nonlinear models, though simple benchmarks like the RW and … AR(1) models are statistically outperformed. Overall, we show that in terms of forecasting the US CPI, accounting for …

the random walk model, suggests that the forecasting performance of the monetary model is superior. …

equilibria in response to shocks and the model specification is superior in forecasting performance out of sample to alternative …

20 bivariate regression models, are used in order to capture the influence of fundamentals in forecasting residential …

generate recursive forecasts over 2000Q1-2011Q4. The hybrid DSGE performs extremely well in forecasting inflation variables …

forecasting the metical-rand exchange rate, both in terms of out-of-sample forecasting and predicting turning points. …

interest about forecasting such imminent threats for economic stability. In this paper we propose a novel hybrid forecasting … Vector Regression (SVR) methodology that originates from machine learning. We test the forecasting ability of the proposed …-of-sample forecasting. Finally, we argue that this new methodology can be used as an early warning system for forecasting sudden house …