the US unemployment rate. We perform a deep out-of-sample forecasting comparison analyzing many models that adopt both our …

This paper presents a forecasting exercise that assesses the predictive potential of a daily price index based on …

their forecasting performance. Our findings reveal significant heterogeneity in ETM volatility patterns, which challenge …

DSGE models have recently received considerable attention in macroeconomic analysis and forecasting. They are usually …

across countries by using a two-step approach that selects the most accurate linear or non-linear forecasting method for each … outperform ARIMA linear models for longer forecasting horizons. This holds true for countries with both soft and brisk changes of … expectations. However, when forecasting one step ahead, the performance between the two methods is similar. …

results of the model's forecasting performance suggest that this model can be a useful analytical tool in the process of … to MAKPAM and enriches the set of tools for forecasting and monetary policy analysis in NBRM. In this paper we highlight …