The aim of this paper is to construct a forecasting model oriented on predicting basic macroeconomic variables, namely … tendency survey-based indicators. Additionally, survey-based indicators are included with a lag that enables to forecast the … additional assumptions concerning the values of predictor variables in the forecast period. Bayesian Averaging of Classical …

corrections to reach the desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which … show that the BVAR model can improve the forecast ability of the univariate autoregressive benchmark's model of inflation …. The Giacomini-White test indicates that a BVAR performs better than the benchmark in all forecast horizons. Statistical …

desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which includes autoregressive … can improve the forecast ability of the univariate autoregressive benchmark’s model of inflation. The Giacomini-White test … indicates that a BVAR performs better than the benchmark in all forecast horizons. Statistical differences between the two BVAR …

autoregressive model to forecast the Global Index of Economic Activity. Additionally, we estimate the common trends through partial … forecast error with respect to benchmark models, mainly when estimated using PC. …

Linear forecasting models are a popular option in many domains due to their simplicity and interpretability. This paper … considers the tools a forecaster has for evaluating linear forecasting models and presents lmForc, a package which implements … these evaluation functions. Functions in the lmForc package are built around a new S4 class, Forecast, which introduces a …

consider the problem of forecasting sales under the coronavirus disease 2019 (COVID-19) pandemic. Our approach combines non …-Infectious-Removed) epidemic model, as an input, and outputs the level of calibration for the baseline sales forecast generated by AB InBev …) given past observations and the generative process (i.e., the SIR epidemic model) of future covariates. To provide robust …