I examine the forecasting performance, directional accuracy, rationality and economic value of analyst forecasts and …-systemically important banks in terms of forecasting ability. Median forecasts may strongly deviate from market expectations, while analyst … forecast dispersion is positively associated with future currency returns. Portfolios built from analyst forecasts tend to …

Historically, exchange rate forecasting models have exhibited poor out-of-sample performances and were inferior to the … component in the forecasting performance. …

An essential element of the work of the Fund is to monitor and forecast international trade. This paper uses SWIFT … (PMI), to improve the short-term forecast of international trade. A horse race between linear regressions and machine …