In this work I use the Box-Jenkins methodology and extensions of the same one in order to make a conjuncture analysis of the manufacturing industry of Mexico to make a reliable prognosis about this industry.

This paper it proposes new economic indicators of investment in infrastructure and house

Schwarz. In this paper I evaluate the predictive ability of the Akaike and Schwarz information criteria using autoregressive integrated moving average models, with sectoral data of Chilean GDP. In terms of root mean square error, and after the estimation of more than a million models, the...

A short, non-technical description of how inflation forecasts are conducted at the Central Bank of Malta

This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...