This paper is concerned with problem of variable selection and forecasting in the presence of parameter instability …. There are a number of approaches proposed for forecasting in the presence of breaks, including the use of rolling windows or … variable selection and forecasting stages. In this study, we investigate whether or not we should use weighted observations at …

indicators performs in forecasting turning points of the Macedonian business cycle by employing the Qual VAR approach of Dueker …

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

dependent and independent variables are co-integrated. In this paper, we investigate forecasting performance between first …-of-sample forecasting under the CCAR framework. A simple application for models constructed for banks’ Comprehensive Capital Analysis and …

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

This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …

systematically surpassing univariate models, especially in extended periods of forecasting. In general, improvements related to the …

-consistent forecasting on a large scale. While the CDFM has a simple structure, its forecasts outperform those of a wide range of competing …