(timevarying) forecasting performance is compared to the random-walk model in terms of both forecast accuracy and Giacomini …

potential price drivers and adopt several combination/dimension reduction techniques to extract the most relevant determinants …. We build a comprehensive set of models and compare forecast performances across different selling levels and alcohol …

Bitcoin price, The Bitcoin price, from 01/01/15 to 11/01/2021, is trained and validated on selected forecast models, including …Purpose: A major challenge traders, speculators and investors are grappling with is how to accurately forecast Bitcoin … price in the cryptocurrency market, This study is aimed to uncover the best model for the forecasts of Bitcoin price as well …

gathering picking up during the recession period. We also find that forecast revisions depend on both own country and cross …-country lagged revisions. Therefore, one source of information rigidity is not to incorporate overseas events in forecast revisions …

extent they adjust an econometric model-based forecast. In this paper we show, while making just two simple assumptions, that … econometric model. A key feature of the data that facilitates our estimates is that we have forecast updates for the same forecast …

We develop an econometric modelling framework to forecast commodity prices taking into account potentially different …

(underpredict) inflation at intermediate forecast horizons when inflation is below (above) target. The magnitude of the bias is …

product forecasts. We evaluated the predictive content of data releases from point and density forecast perspectives, the …