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In this paper, we examine the results of GDP trend-cycle decompositions from the estimation of bivariate unobserved components models that allow for correlated trend and cycle innovations. Three competing variables are considered in the bivariate setup along with GDP: the unemployment rate, the...
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In 1982, the Journal of Forecasting published the results of a forecasting competition organized by Spyros Makridakis …
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The M3-Competition continues to improve the design of forecasting competitions: It examines more series than any … previous competition, improves error analyses and includes commercial forecasting programs as competitors. To judge where to go …
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