The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that … frequencies on a common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using …

This paper compares the forecasting performance of linear and nonlinear models under the presence of structural breaks … probabilities of recessions are used to analyze the Brazilian business cycle. The ability of each model in forecasting out …-of-sample the growth rates of GDP is examined. The forecasting ability of the two models is also compared with linear specifications …

. In this paper, we examine how the treatment of prior uncertainty about parameter values can affect forecasting accuracy …

different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …

. To this aim, a hierarchical procedure based on an encompassing test is developed. Firstly, forecasting models are ranked … Economic Analyses) short-term forecasting models for monthly industrial production in Italy. …

wide range of forecasting models for the same variable of interest, our goal is to apply combining methods to a restricted …, 1998) is developed. First, forecasting models are ranked according to a measure of predictive accuracy (RMSFE) and, in a … robustness of this procedure, an empirical application to Italian monthly industrial production using ISAE short-term forecasting …