applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation. …

-likelihood decomposition, which is an alternative to the classic prediction-error decomposition for linear Gaussian models. Simulation studies …

shown to be specific for commodity and market. A forecasting comparison on the basis of the identified models suggests that …

in forecasting from using bivariate models remained small otherwise. …

long-run interest rates with corresponding inflation rates. Traditional cointegration implies perfect mean reversion in …

research reports conclude that the difference between the entertained forecasting models is 'insignificant'. This paper …

several forecasting experiments. …

capable of forecasting agricul-tural prices on a quarterly basis. Firstly, we find that seasonal cycles in agricultural …

The papers in this special issue of Mathematics and Computers in Simulation are substantially revised versions of the … under the Basel Accord: A Bayesian approach to forecasting value-at-risk of VIX futures, fast clustering of GARCH processes … dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price, forecasting value …