, inflation expectations, exchange rate changes and stock market volatility among others. Hence, forecasting the price of gold is … allows both the forecasting model and the coefficients to change over time. Based on this framework, we systematically … measure of the forecasting performance. We carefully assess which predictors are relevant for forecasting at different points …

function of a sample of exchange rate forecasters is asymmetric in the forecast error. Using forecasts of the euro …

data of exchange-rate forecasts look rational, and the loss function seems to depend not only on the forecast error. …