This research brings as a novelty in literature the use of other methods to compare the forecasts accuracy … exchange rate on forecasting horizon 2009-2011 with respect to the forecasts provided by National Commission of Prognosis (NCP …). However, the inflation rate predictions based on Dobrescu model are more accurate than those of NCP. These results were gotten …

This study questions whether the Feri Trust Rating, the Euro Fondsnote and the Finanztest-Bewertung are able to predict … future performance compared to those with top rating. The rankings Feri Trust Rating and Finanztest-Bewertung reach this … Feri Trust or Finanztest-Bewertung differ not from second and third best funds …

We develop a novel ranking methodology to rank the market forecaster. In particular, we distinguish forecasts by their … specificity, rather than considering all predictions and forecasts equally important, and we also analyze the impact of the number … of forecasts made by a particular forecaster. We have applied our methodology on a dataset including 6,627 forecasts made …

and statistically significant real-time improvements in forecast accuracy. The preferred MIDAS model reduces the MSPE by … as much as 16 percent compared with the no-change forecast and has statistically significant directional accuracy as high …