We apply a bootstrap test to determine whether some forecasters are able to make superior probability assessments to others. In contrast to some findings in the literature for point predictions, there is evidence that some individuals really are better than others. The testing procedure controls...

We investigate forecasting in models that condition on variables for which future values are unknown. We consider the role of the significance level because it guides the binary decisions whether to include or exclude variables. The analysis is extended by allowing for a structural break, either...

By its emissions of greenhouse gases, economic activity is the source of climate change which affects pandemics that in turn can impact badly on economies. Across the three highly interacting disciplines in our title, time-series observations are measured at vastly different data frequencies:...