market-based measures of expectations are similar to survey-based forecasts although the market-based measures somewhat more … in surveys of professional forecasts survive in equilibrium, and that these markets are remarkably well calibrated …

combine the best forecasting tools with the possibility of incorporating their own judgement. In this context, we provide …

This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …

exchange can be usefully exploited in forecasting future spot exchange rates. I use signal-extraction techniques, based on …

We provide methods for forecasting variables and predicting turning points in panel Bayesian VARs. We specify a … point and average forecasts are provided. An application to the problem of forecasting the growth rate of output and of … predicting turning points in the G-7 illustrates the approach. A comparison with alternative forecasting methods is also provided. …

reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat naïve … environment, we analyse the forecasting behaviour of students experimentally, using a simulated currency series. Our results … indicate that topically-oriented trend adjustment behaviour (TOTA) is a general characteristic of human forecasting behaviour …

This paper addresses the issue of forecasting the term structure. We provide a unified state-space modelling framework … forecasting performance of two crucial modelling choices, i.e. the imposition of no-arbitrage restrictions and the size of the … information set used to extract factors. Using US yield curve data, we find that: a. macro factors are very useful in forecasting …

, produces a degree of forecasting accuracy of the federal funds rate similar to that of the markets, and, for output and …