forecasting daily electricity prices in two of the main European markets, Germany and Italy. We do that by means of mixed …-frequency models, introducing a Bayesian approach to reverse unrestricted MIDAS models (RU-MIDAS). We study the forecasting accuracy …

to real-time forecasts of quarterly oil prices. Second, we develop real-time forecasting models not only for U ….S. benchmarks such as West Texas Intermediate crude oil, but we also develop forecasting models for the price of Brent crude oil … the first time methods for forecasting the real price of oil in foreign consumption units rather than U.S. consumption …

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 …

forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor … on euro-area data show that the now- and forecasting performance of our new model is superior to that of the subset …

as benchmark. Finally, we replicate the forecasting experiment including as predictors both an indicator of unemployment …

We investigate the probability forecasting performance of a three-regime dynamic ordered probit model framework …-parametric dating algorithm for the identification of these three phases. We compare the pseudo-out-of-sample forecasting skills of an …

, a simple forecasting exercise reveals that a permanent increase in the price of crude oil to $150-per barrel-by the end …