Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the … rolling forecasts. We found that the most accurate models were mixed models with structural as well as ARIMA components …

policy. This paper is an attempt to explore the properties of the Reserve Bank of India's survey data of households …, suggesting that the Reserve Bank of India (RBI) has a low degree of credibility within the survey respondents. The study then …

equilibrium (DSGE) models, estimated using Bayesian techniques, can become an additional useful tool in the forecasting kit of … central banks. First, we show that the forecasting performance of such models compares well with a-theoretical vector …

slack or oil price fluctuations, motivated by a novel interpretation of the forecasting implications of the workhorse open …