markets. We analyze the respective forecasting accuracy and our results indicate that there exist substantial differences …

reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat naïve … environment, we analyse the forecasting behaviour of students experimentally, using a simulated currency series. Our results … indicate that a topically oriented trend adjustment behaviour (TOTA) is a general characteristic of human forecasting behaviour …

Traditionally, the literature on forecasting exchange rates with many potential predictors have primarily only … forecasting horizons. …

practical implications, our forecasting results provide perhaps the most convincing evidence to date that the exchange rate …,b) literature on forecasting exchange rates, we find that the reverse forecasting regression does not survive out-of-sample testing …

This paper presents an exchange rate forecasting model which combines the multi-state Markov-switching model with …

statistical benchmarks, and revisit the forecasting performance of changes in commodity currencies as efficient predictors of … least squares (PLS) regression to extract dynamic factors from the data set. Our forecasting analysis considers ten …

This paper describes the OECD’s new small global forecasting model for the three main OECD economic regions: the United … starting point to help animate the early stages of the OECD’s forecasting round. The model is essentially a demand-side model …

The main ideas in this paper are: (a) that CGE models can be used in forecasting; and (b) that forecasts matter for …