Because of their natural adherence to the climate and pronounced seasonal cycles, prices of field crops constitute an interesting field for exploring seasonal time series models. We consider quarterly prices of two major cereals: barley and wheat. Using traditional in-sample fit and...

In a panel of West African countries, we investigate whether data on immigrant remittance flows can be used to improve on predictive accuracy of aggregate demand in a systematic way. The results of the prediction experiments are compared to traditional significance tests of asymmetric error...