. -- Directional forecasts ; directional accuracy ; forecast evaluation ; testing independence ; contingency tables ; bootstrap …

-switching models, and forecast combination to predict the dynamics in the S&P 500. First, we aggregate the weekly information of 115 …

accuracy is assessed through in-sample forecast evaluation across various data sub-samples. This paper also discusses how these …

development and production processes. With this in mind, this paper proposes new multivariate models to forecast monthly car sales … data using economic variables and Google online search data. An out-of-sample forecasting comparison with forecast horizons … forecast horizons. These results also hold after several robustness checks which consider nonlinear models, different out …

Electricity price forecasting has become an area of increasing relevance in recent years. Despite the growing interest … and actual prices. The ability to predict the dynamics of the price of electricity on the spot market is an important …

This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … Bayesian VAR approach, we observe that effects on forecast errors of professionals turn out to be more significant compared to …

paper we propose a method to forecast the stock market's equity premium which exploits the frequency relationship between …