We assess the spot price forecasting performance of 10 commodity futures at various horizons up to two years and test …-of-sample, we find that the forecast from the futures market is hard to beat. We find that the forecasting performance of futures …. We also find futures' forecasting performance to be invariant to whether prices are in an upswing or downswing, casting …

rule specifications as well as nonparametric and semiparametric models in forecasting the nominal interest rate setting … semiparametric models in forecasting the interest rates as the forecasting horizon lengthens. …

we examine the forecasting performance of various models for seasonality and nonlinearity using quarterly industrial …. In addition, business cycle nonlinearity is a prominent feature of many such series too. A forecaster can nowadays … production series for 17 OECD countries. We find that forecasting performance varies widely across series, across forecast …

found to perform better in out-of-sample forecasting than a benchmark linear model. An empirical illustration for US GDP …

In this paper, alternative non-parametric forecasting techniques are analysed, with emphasis placed on the difference … techniques are applied to the forecasting of Spanish unemployment, first one step -forecasting and second using a longer time …

In this paper we put forward a new time series model, which describes nonlinearity and seasonality simultaneously. We …-transition nonlinearity and for time-varying seasonality. We find that the model fits the data well for 14 of the 18 series. We also consider … out-of-sample forecasting where we compare forecasts from the SEASTAR models with forecasts from nested models. It turns …

rule speci.cations as well as nonparametric and semiparametric models in forecasting the nominal interest rate setting that … forecasting the interest rates as the forecasting horizon lengthens. …