, inflation expectations, exchange rate changes and stock market volatility among others. Hence, forecasting the price of gold is … posteriori-Wahrscheinlichkeit, welche Prädiktoren zu verschiedenen Zeitpunkten für die Prognose relevant waren. Unsere Ergebnisse … zeigen, dass (1) DMA die Prognose im Vergleich zu anderen Verfahren verbessert und (2) dass die Goldpreisprädiktoren sich …

Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the … forecasts was then evaluated under a rolling forecast scenario, where the estimation sample is augmented by one observation and … the forecast sample is brought forward. The evaluation of the forecasts was based on average performance over a number of …

affected temporarily. Inflation forecasts made by Eurosystem/ECB staff perform similarly or slightly better than those from our …

standard OLS VAR and Bayesian VAR models, in forecasting inflation in Bosnia and Herzegovina. Although the presented models are … small and highly aggregated, they provide a convenient framework to illustrate practical forecast issues. Furthermore, they … are a good starting point in the process of the forecast development. The empirical part of this paper estimates the …

We show that the New Keynesian Phillips Curve (NKPC) outperforms standard benchmarks in forecasting U.S. inflation once … frequency-domain information is taken into account. We do so by decomposing the time series (of inflation and its predictors …) into several frequency bands and forecasting separately each frequency component of inflation. The largest statistically …