This paper reviews the main monthly indicators that could help forecasting world trade and compares different type of … forecasting models using these indicators. In particular it develops dynamic factor models (DFM) which have the advantage of … and information technology indices. The comparison of the forecasting performance of the DFMs with more traditional bridge …

’s financial stress index appear to be strong at almost all horizons and sub-periods. However, the forecasting prowess of the …

’s financial stress index appear to be strong at almost all horizons and sub-periods. However, the forecasting prowess of the …

the random walk model, suggests that the forecasting performance of the monetary model is superior. …

reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat native … environment, we analyse the forecasting behaviour of students experimentally, using a simulated currency series. Our results … indicate that a topically oriented trend adjustment behaviour (TOTA) is a general characteristic of human forecasting behaviour …

should be taken as a lower bound, results show a better WBM forecasting ability than the benchmark case and confirm the … show that the (unrealistic) use of revised data leads to a systematic overstatement of model forecasting performance …

Building on the literature on regularization and dimension reduction methods, we have developed a quarterly forecasting …

Building on the literature on regularization and dimension reduction methods, we have developed a quarterly forecasting …

made in the first oil price shock of the 1970s. In response to the challenges encountered in forecasting in recent years … and the lessons learnt, the OECD and other international organisations have sought to improve their forecasting techniques …