for predicting change in the credit rating. This is directly useful for situations where forecasts of credit rating …

explicitly in literature as a source of forecasts uncertainty. In thisarticle we demonstrate that variables aggregation is an … on U.S. GDP and its components in 1995-2010, we found that GDP one-step-ahead forecasts made by aggregating the … direct forecasts.Excepting the GDP forecasts obtained directly from the model, the one-step-ahead forecastsresulted form the …

-based forecasts would have had prior and during the crisis period. Given that forecasts of the mean of interest rates or financial … a rolling window analysis, both the model’s forecasts and joint prediction bands are calculated making use of recently …

for the predictions based on these methods. Short run forecasts on a horizon of 3 months were made for December 2011 … accurate forecasts than the econometric models (VAR(2) models, ARMA procedure and models with lagged variables). One …

development of adjacent age groups is assured allowing for consistent forecasts. We develop an appropriate Markov Chain Monte … approach we are able to asses uncertainty intuitively by constructing error bands for the forecasts. We observe that in … particular parameter uncertainty is important for long-run forecasts. This implies that hitherto existing forecasting methods …

the accuracy of their forecasts. In this paper, we estimate the economic impacts of the official hurricane forecasts in … to establish the social value of improving hurricane forecasts. On the margin, the value of hurricane information is …

paper show that the real-time consideration of these forecasts has the potential to improve the precision with which past … forecasts is also aptly demonstrated through the use of simulation techniques, density functions, and event probability … forecasts. …