and assess relative model performance based on the receiver operating characteristic (ROC) curve. While the Treasury term … significantly improve the precision of recession predictions, especially at horizons further out than one year. …

The forecasting of government revenues is extremely important for an adequate budget execution, since a good accuracy …

variables or which ones to use. The results of a recursive forecasting exercise reveal a statistically significant increase in …

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 …

theoretical model of the New Open Economy Macroeconomics type. The forecasting performance of our estimated vector error …

to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …

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