usefulness in forecasting households consumption is sometimes questioned in empirical studies. A possible weakness can be due to …

increasingly featured, along with linear counterparts, in the forecasting literature. In this study, we focus on forecasting South … consistently and signicantly beats the LoLiMoT's performance in forecasting South African in ation. …

increasingly featured, along with linear counterparts, in the forecasting literature. In this study, we focus on forecasting South … competing model consistently and significantly beats the LoLiMoT's performance in forecasting South African inflation. …

The debate on the forecasting ability in economics of non-linear models has a long history, and the Great Recession … provides us with an opportunity for a re-assessment of the forecasting performance of several classes of non-linear models … some countries and/or variables appear to be more adapted to non-linear forecasting. …

) endogenously determine the break points and iii) conduct house price forecasting exercises to see how models with structural breaks … compared the forecasting performance of the model with structural breaks to four competing models – namely, Random Acceleration …. Hence, forecasting models that assume constant coefficients such as ARMA may not accurately capture house price dynamics. …

variables. Hence, both the fiscal and the monetary authorities have developed aggregate forecasting models, along the lines … over-fit in sample, we assess their performance in a real time forecasting framework. It turns out that for several … forecasting and modeling EMU variables. …

, which should be manifested, possibly with a lag, in both producer and consumer prices. We build a forecasting model based on …