that the U.N. makes in the future. Various descriptive measures of the forecast error data set are presented and methods … satisfactory for the majority of countries. However, relatively laxge forecast errors occurred mainly in African countries. In some …

optimizer. The mathematical motivation for such hybrid networks is presented, using the Kolmogorov theory of metric entropy. As … options written on the S&P 500 stock index. While option pricing theory typically requires a highly complex statistical model …

We suggest an alternative use of disaggregate information to forecast the aggregate variable of interest, that is to … findings and analyse why forecasting the aggregate using information on its disaggregate components improves forecast accuracy … of the aggregate forecast of euro area and US inflation in some situations, but not in others. …

Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be …

simultaneous confidence region generated from its forecast generating distribution. However, if the null model is only … matrix and the empirical distribution of the Mahalanobis distance of the path-forecast errors. These rectangular regions are …