raises a number of concerns with current forecasting performance. …

also find fundamentalsbased models very successful in beating a random walk in out-of-sample prediction. …

Investment Survey - own funds at book value -will provide useful information for compiling the international investment position. …

cycle are adversely shocked by one standard deviation, the conditional probability of a SBA nearly doubles, implying an …

This paper investigates various output gap measures in a simple inflation forecasting framework. Reflecting the … pressures, including a gap could improve the accuracy of autoregressive inflation forecasting. This assertion is tested in a … simple simulated out-of-sample forecasting exercise for the period 1990-2002. The main conclusions are that an output gap …

closely the estimated predictions match the objectively correct predictions. We find that all methods do reasonably well when …

We assess the spot price forecasting performance of 10 commodity futures at various horizons up to two years and test …-of-sample, we find that the forecast from the futures market is hard to beat. We find that the forecasting performance of futures … does not depend on the slope of the futures curve, in contrast to the predictions of well-known models of commodity markets …

channel using a popular internet measure of "prophetic activity" and a 9/11 event study. I also analyze survey data covering …