-frequency alternatives using loss functions adequate to rare event forecasting. We provide evidence that: (i) weekly-sampled spread improves …

Forecasting the inflation path is an important task for central banks in an inflation targeting regime. Therefore …, central banks must continuously evaluate the forecasting accuracy of the models used to generate inflation forecasts. This … at Banco de Guatemala. The paper is divided in two main parts. The first part evaluates the forecasting accuracy and …

Republic of Macedonia (NBRM) for short-term forecasting of inflation - Autoregressive integrated moving average models … models' out-of-sample forecasting performance for the period 2012 q3 to 2016 q2 by using a number of forecast evaluation … to individual models' forecasts. Our results point to three important conclusions. First, the forecasting accuracy of the …

three series of call arrivals. We show that second moment modeling is important when forecasting call arrivals. From the … point of view of a call center manager, our results indicate that outsourcing the development of a forecasting model is …

This study develops a framework for forecasting selected balance sheet items of the four largest Maltese core banks … alongside a novel bank-level dataset for selected Maltese core banks compiled by merging data from various sources. Forecasting … two models exhibits a distinct superiority in forecasting performance, yet both demonstrate relative strengths when …

product, which in turn are used as an input in the forecasting process. Such forecasts reflect and incorporate the flow of … in a synchronous way. The forecasting power of the dynamic factor model is compared with those of several other models …