Can information on macroeconomic uncertainty improve the forecast accuracy for key macroeconomic time series for the US …

We forecast the term structure of U.S. Treasury zero-coupon bond yields by analyzing a range of models that have been …

second half of 2015, of the Chinese Yuan coupled with a sudden decline in China's import demand, we apply an Armington (1969 …

order to model links between forecast errors and a forecaster's information set, consisting of several trade and other … to check whether the Mahalanobis distance between the predicted forecast errors for the trade forecasts and actual … forecast errors is significantly smaller than under the null hypothesis of forecast efficiency. I find evidence for joint …

This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … Bayesian VAR approach, we observe that effects on forecast errors of professionals turn out to be more significant compared to …

this paper, we propose to forecast exchange rates with a large Bayesian VAR (BVAR), using a panel of 33 exchange rates vis …Models based on economic theory have serious problems at forecasting exchange rates better than simple univariate … produces systematically better forecasts than a random walk for most of the countries, and at any forecast horizon, including …

in forecasting future inflation. We find that non-linear models have trivial forecast superiority over the univariate … autoregressive model in terms of central forecast accuracy. They also perform poorly when their forecasts are measured against those … central forecast accuracy which is in line with the previous literature on Azerbaijan during the post-oil boom years. However …

used for 'nowcasting' the output growth. The conditional forecast results illustrate that regular updates of external …