An essential element of the work of the Fund is to monitor and forecast international trade. This paper uses SWIFT … (PMI), to improve the short-term forecast of international trade. A horse race between linear regressions and machine …

I use Bayesian VARs to forecast global temperatures anomalies until the end of the XXI century by exploiting their … favorable median forecast predicts the land temperature anomaly to reach 5.6 Celsius degrees in 2100. Forecasts conditional on …

We develop a new targeted maximum likelihood estimation method that provides improved forecasting for misspecified …-validation procedure. In a set of Monte Carlo experiments we reveal that the estimation method can significantly improve the forecasting … accuracy of autoregressive models. In an empirical study concerned with forecasting the U.S. Industrial Production, we show …