The application of traditional forecasting methods to discrete count data yields forecasts that are non-coherent. That …

Recent time series methods are applied to the problem of forecasting New Zealand's real GDP. Model selection is … forecasting settings are performed with the VAR models. The first provides conditional predictions of New Zealand's real GDP when …

This paper compares the forecasting performance of different models which have been proposed for forecasting in the … forecasting in the vast majority of cases. However, we find no single forecasting model consistently works best in the presence of …

This paper compares the forecasting performance of different models which have been proposed for forecasting in the … forecasting in the vast majority of cases. However, we find no single forecasting model consistently works best in the presence of …

This paper compares the forecasting performance of different models which have been proposed for forecasting in the … forecasting in the vast majority of cases. However, we find no single forecasting model consistently works best in the presence of …

This paper compares the forecasting performance of different models which have been proposed for forecasting in the … forecasting in the vast majority of cases. However, we find no single forecasting model consistently works best in the presence of …

This paper compares the forecasting performance of different models which have been proposed for forecasting in the … macroeconomic time series, we demonstrate the presence of structural breaks and their importance for forecasting in the vast … majority of cases. We find no single forecasting model consistently works best in the presence of structural breaks. In many …

changes in the dynamics of the series, for specifying models parsimoniously, and may be helpful in forecasting. We propose the …

We provide a formulation of stochastic volatility (SV) based on Gaussian process regression (GPR). Forecasting … reduces the error rate on one-year out-of-sample forecasting during the 2007-09 recession by 26% relative to a benchmark range …