-2005Q4. Forecasts are obtained for 134 variables from 26 regions made up of 33 countries covering about 90% of world output … forecast combination literature, the effects of model and estimation uncertainty on forecast outcomes are examined by pooling …

-switching models, and forecast combination to predict the dynamics in the S&P 500. First, we aggregate the weekly information of 115 …

realized sales, we document that only major forecast errors are predictable and display autocorrelation. This result is a … forecast errors are neither predictable nor autocorrelated. To arrive at this result, we develop a novel methodology to … environments where information processing is more costly. This results in major forecast errors that are predictable and …

imbalance and forecast bias. We found that in cases of severe class imbalance, the forecasts need to be adequately biased to …

uncertainty of a combined forecast should be interpreted as that of a typical forecaster randomly drawn from the pool. With a … some previously used measures significantly underestimate the conceptually correct benchmark forecast uncertainty …

We examine forecast accuracy and efficiency of the Social Security Administration’s projections for cost rate, trust …

, we use a free and instantaneous available source of leading indicators, the ifo World Economic Survey (WES), to forecast … major WES indicators produces on average lower forecast errors compared to a benchmark model. Second, the most important WES …, adding the WES indicators of the main trading partners leads to a further increase of forecast accuracy in more than 50% of …