information criteria. Then one-step ahead forecasts have been generated. It was found, that the ARs generate the best forecasts at …

In this study a comparative analysis of the forecasts accuracy for Spain (developed country) and Romania (developing … the Spanish institutes provided more accurate forecasts, for the rest of the variables (inflation rate, private … in Romania, E2 provided more accurate forecasts. In Spain, FUNCAS offered better forecasts for GDP growth and private …

more accurate than econometric models that include levels variables, ECMs. For example, dVAR forecasts are insulated from …

forecasts made for Romanian by three experts in forecasting: F1, F2 and F3. All the unemployment rate forecasts over the horizon …-Timmermann test, the directional forecasts of F3 and the autumn expectations of F2 are useful and rational. …

The necessity of improving the forecasts accuracy grew in the context of ac- tual economic crisis, but few researchers … inflation rate forecasts on the horizon 2010 - 2012, we proved that the one-step-ahead forecasts based on updated AR(2) models … constructing the forecasts, by using the limits of the bias- corrected-accelerated bootstrap intervals for the initial data series …

The COVID-19 pandemic has led to enormous data movements that strongly affect parameters and forecasts from standard … transitory and persistent changes in volatility. The resulting density forecasts are much less sensitive to outliers in the data …

uncertainty and risks that are related to the baseline forecasts. …