forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this … point forecasting, while it can be exploited to produce more accurate sign and probability forecasts. Finally, we highlight … that the forecasting performance of the estimated models is time-varying. …

hybrid forecasts. Superior forecasting performance is achieved by both, taking into account the conditional expected …

We evaluate various modelsí relative performance in forecasting future US output growth and inflation on a monthly … essentially useless in the last two decades. When forecasting inflation, instead, fewer predictors are significant (among which …

We evaluate the forecasting performance of four competing models for short-term macroeconomic forecasting: the … Bayesian Factor Augmented VAR models are more suitable for short-term forecasting than traditional unrestricted VAR model. …

Aggregate demand forecasting, also known as nowcasting when it applies to current quarter assessment, is of notable … indicate that the MIDAS regressions demonstrate comparable forecasting performance to that of MF-VAR model. Moreover, it is …

Aggregate demand forecasting, also known as nowcasting when it applies to current quarter assessment, is of notable … indicate that the MIDAS regressions demonstrate comparable forecasting performance to that of MF-VAR model. Moreover, it is …

-term predictions. Due to the characteristics of the residuals, a bootstrapping method of forecasting was also used, yielding even …