This study estimates Climate Adjusted Total Factor Productivity (CATFP) for agriculture in Latin America and Caribbean …

relate to the forecasting environment (which cannot be influenced by the forecasters). Among the variables capturing the … forecasting design (which can, by contrast, be influenced by the forecasters), the size of the dataset from which factors are … unbalanced panel, whether restrictions implied by the factor structure are imposed in the forecasting equation or not and whether …

in the international data. The largest forecasting accuracy gains from including international predictors are at longer … forecast horizons. The forecasting performance achievable with the data-rich methods differs widely, with shrinkage methods and …

pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …

of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting …

This paper considers the issue of forecasting financial fragility of banks and insurances using a panel data set of …

different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …

Models based on economic theory have serious problems at forecasting exchange rates better than simple univariate … forecasting. In addition, we adopt a driftless random walk prior, so that cross-dynamics matter for forecasting only if there is …