Probability forecasts for binary outcomes, often referred to as probabilistic classifiers or confidence scores, are ubiquitous in science and society, and methods for evaluating and comparing them are in great demand. We propose and study a triptych of diagnostic graphics focusing on distinct...

The supremacy of Bayesian VAR models over the classical ones in terms of forecasting accuracy is well documented and generally accepted in the literature on the grounds of overcoming the short sample and overfitting problems. However, the record is rather limited in case of emerging economies,...