Forecasting the world economy is a difficult task given the complex interrelationships within and across countries …, first, at ranking various forecasting methods in terms of forecast accuracy and, second, at checking whether methods … forecasting directly aggregate variables (direct approaches) outperform methods based on the aggregation of country …

between migration and fertility into a forecasting model. Next to the detailed and stochastic quantification of age …

agreed. In short, forecasting inflation is of foremost importance to households, businesses, and policymakers. In 2016, the …

We present a model for hourly electricity load forecasting based on stochastically time-varying processes that are … implementation of our forecasting procedure relies on the multivariate linear Gaussian state space framework and is applied to … national French hourly electricity load. The analysis focuses on two hours, 9 AM and 12 AM, but forecasting results are …

investigate the forecasting performance of the models, two naive benchmark models (one is a variant of a random walk and the other … forecast accuracy for the candidate models and benchmarks, using rolling window and expanding window forecasting evaluation … forecasting models from among the different candidates. I find that VAR_m2 is the best monthly model to forecast inflation in …