logistic autoregressive processes, change over time and their dynamics are possible driven by the past forecasting performances … of the predictive densities. For illustrative purposes we apply it to combine White Noise and GARCH models to forecast …

Forecasts from various experts are often used in macroeconomic forecasting models. Usually the focus is on the mean or … compared on forecast accuracy. We find that disagreement has predictive power indeed and that this variable can be used to …

An efficient and accurate approach is proposed for forecasting Value at Risk [VaR] and Expected Shortfall [ES] measures …

heterogeneous expectations model with a performance-based evolutionary selection among heterogeneous forecasting heuristics to the … monetary policy, we find that an interest rate rule that reacts more than point for point to inflation has some stabilizing … effects on inflation in our experimental economies, although convergence can be slow in presence of evolutionary learning. …

A Forecast Support System (FSS), which generates sales forecasts, is a sophisticated business analytical tool that can … also fully ignore the FSS out- comes. We propose a methodology that allows to evaluate the forecast accuracy of these …

other sources of information. The combination weights are time-varying and may depend on past predictive forecasting …