underwriters and issuing firms in the Japanese corporate bond market, stochastic life table forecasting: a time-simultaneous fan …

the beginning of the forecasting horizon. However, when the forecasting horizon increases the VARs outperform the ARs …. Comparing the forecasting performance of the ECMs, it was found that the forecasting ability of the ECMs in first differences … outperform the level based ECMs when the forecasting horizon increases. …

This paper investigates the forecasting ability of survey data on exchange rate expectations with multiple forecast … survey forecasts. Then, the forecasting performances of the fitted forecasts are compared. The fitted forecasts for the 5 …

of country-specific determinants. This paper shows empirically the superiority of direct forecasting methods, in which …

Forecasting the world economy is a difficult task given the complex interrelationships within and across countries …, first, at ranking various forecasting methods in terms of forecast accuracy and, second, at checking whether methods … forecasting di- rectly aggregate variables (direct approaches)out-perform methods based on the aggregation of country- specific …

This study evaluates the forecasting accuracy of five alternative econometric models in the context of predicting the … expenditure by inbound international visitors in a destination. Two univariate time series models are included in the forecasting … comparison as benchmarks. Accuracy is assessed in terms of error magnitude. Seasonality is an important feature of forecasting …