reliant on economic and corporate fundamentals in their pricing. Using a model that draws on international asset pricing and …€™s stock markets, compared to their G-7 counterparts, beyond the identified systematic factors and local fundamentals. We also …

News - or foresight - about future economic fundamentals can create rational expectations equilibria with non …

Intro -- Contents -- I. INTRODUCTION -- II. FORECAST DESIGN AND ORGANIZATION -- III. ELEMENTS OF THE FORECAST -- IV …

machine learning (ML) models to forecast near-term core inflation in Japan post-pandemic. Japan is a challenging case, because … systematically outperform the benchmark models, with LASSO providing the most accurate forecast. Useful predictors of inflation post …

forecast data from the SPF, CBO, Federal Reserve, and asset prices. Unanticipated fiscal stimulus and interest rate shocks we …

Assessing the current state of the economy and forecast the economic outlook in the next few quarters are important … inputs for policymakers. This paper presents a suite of models with an integrated approach to forecast Cambodia’s economy in …-frequency indicators to construct quarterly nowcasting model. Second, we forecast current economic activities using a high-frequency data …

method can reproduce the smoothness of professional forecasts subject to various constraints and slightly improve forecast …

This study applies state-of-the-art machine learning (ML) techniques to forecast IMF-supported programs, analyzes the …