The number of Covid-19 cases is increasing dramatically worldwide, with several countries experiencing a second and worse wave. Therefore, the availability of reliable forecasts for the number of cases and deaths in the coming days is of fundamental importance. We propose a simple statistical...

After a comparative study of the Lee-Carter forecasting method and looking into the direct extrapolation of mortality by age and sex, this paper advocates the use of the latter method. The method is, however, supplemented by additional procedures in order to improve its efficiency in the short...

The dynamic behavior of the term structure of interest rates is difficult to replicate with models, and even models with a proven track record of empirical performance have underperformed since the early 2000s. On the other hand, survey expectations are accurate predictors of yields, but only...