indices from countries that China net imports from can forecast the Chinese aggregate market return at the weekly time horizon …

Bayesian vector autoregressive (BVAR) models are developed to forecast industry employment for a resource-based economy …

labor market matching function. In theory, higher mismatch lowers matching efficiency which increases the risk that the … significantly outperform their benchmark counterparts for all forecast horizons ranging between one month and a year. This is …

directional forecasts can provide a useful framework to assess the economic forecast value when loss functions (or success … directional forecast value is a readily available alternative to the commonly used squared error loss criterion. …

rates approach forecasting from a different perspective. Rather than focus on forecast errors for bilateral exchange rates …

In this paper we test the ability of three of the most popular methods to forecast the South African currency crisis of … crisis to conduct an out-of-sample experiment. In sum, the signals approach was not able to forecast the outof- sample crisis …

-frequency price patterns that have become available in foreign markets overnight. Generally speaking, out-ofsample forecast … excluding price patterns on a per-cluster basis. The overall best performing forecast is nonparametric using all available … performance depends on the forecast method as well as the information that the forecasts are based on. In this paper both aspects …

: predicting opening gaps from overnight foreign stock price patterns', <I>Central European Journal of Economic Modelling and … indices, based on price patterns from foreign markets that have become available overnight. As the close-to-open gap is a … performing model is nonparametric, suggesting the presence of nonlinear relations between the overnight price patterns and the …