finance; for such tasks as pattern reorganization, and time series forecasting, have dramatically increased. Many central … banks use forecasting models based on ANN methodology for predicting various macroeconomic indicators, like inflation, GDP … ANN model with conventional univariate time series forecasting models such as AR(1) and ARIMA based models and observed …

Competition models. Their relative merits in explaining and forecasting inflation are investigated theoretically and empirically … successful inflation forecasting. …

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

evidence that adjustment is faster when deviations from the equilibrium level get larger. Our forecasting analysis suggests … that asymmetric and non-linear error correction models offer weak evidence of improved forecasting performance relative to …

conditional variance functions. In a genuine out-of-sample forecasting experiment the performance of the best fitted asMA …-asQGARCH model is compared to pure asMA and no-change forecasts. This is done both in terms of conditional mean forecasting as well … in terms of risk forecasting. …

. We illustrate the steps involved in designing and building a vector autoregression (VAR) forecasting model, and consider …

as nonparametric and semiparametric models in forecasting the nominal interest rate setting that describes the South …:01 to 2004:12, we compare the out-of-sample forecasting ability of the models over the period 2005:01 to 2008:12. Our …

In this paper I compare different models, a linear and a non-linear one, for forecasting industrial production by means … promising, as the forecasting performance shows a clear improvement over the linear parametric model. …

The paper compares one-period ahead forecasting performance of linear vector-autoregressive (VAR) models and single …

practical implications, our forecasting results provide perhaps the most convincing evidence to date that the exchange rate …,b) literature on forecasting exchange rates, we find that the reverse forecasting regression does not survive out-of-sample testing …