Showing 1 - 10 of 1,268
paper provides evidence that there is still potential for improvement in forecasting techniques both for nowcasts but also …
Persistent link: https://www.econbiz.de/10015078241
We present a comprehensive disaggregate approach for short-term forecasting economic activity in Germany by explicitly …
Persistent link: https://www.econbiz.de/10011900715
This note documents a curious finding about the substantial forecast ability of a simple aggregator of three commodity futures prices for U.S. core inflation. The proposed aggregator reduces the out-of-sample root mean squared error for 12-month-ahead inflation forecasts of the benchmark AR(1)...
Persistent link: https://www.econbiz.de/10011428084
pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …
Persistent link: https://www.econbiz.de/10010414783
Those of professional forecasters do. For a wide range of time series models for the euro area and its member states we find a higher average forecast accuracy of models that incorporate information on inflation expectations from the ECB's SPF and Consensus Economics compared to their...
Persistent link: https://www.econbiz.de/10012643485
; (iv) newer generation Phillips curve models with several timevarying features are a promising avenue for forecasting …
Persistent link: https://www.econbiz.de/10012299084
Republic of Macedonia (NBRM) for short-term forecasting of inflation - Autoregressive integrated moving average models … models' out-of-sample forecasting performance for the period 2012 q3 to 2016 q2 by using a number of forecast evaluation … to individual models' forecasts. Our results point to three important conclusions. First, the forecasting accuracy of the …
Persistent link: https://www.econbiz.de/10011717605
results of the model's forecasting performance suggest that this model can be a useful analytical tool in the process of … to MAKPAM and enriches the set of tools for forecasting and monetary policy analysis in NBRM. In this paper we highlight …
Persistent link: https://www.econbiz.de/10011926820
This paper presents a forecasting exercise that assesses the predictive potential of a daily price index based on …
Persistent link: https://www.econbiz.de/10011883796
A forecasting exercise is presented to assess the predictive potential of a daily price index based on online prices …
Persistent link: https://www.econbiz.de/10011771633