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 …

through the comparison of simultaneous and sequential estimation, modelling tail credit risk using transition matrices … underwriters and issuing firms in the Japanese corporate bond market, stochastic life table forecasting: a time-simultaneous fan …

series has been use for the forecasting the shock occurring in the economic data series. Objective and Subjective technique …

. 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. …

Several approaches for subset recovery and improved forecasting accuracy have been proposed and studied. One way is to …