Forecasting inflation has become a major challenge for central banks since 2020, due to supply chain disruptions and … economic uncertainty post-pandemic. Machine learning models can improve forecasting performance by incorporating a wider range … machine learning (ML) models to forecast near-term core inflation in Japan post-pandemic. Japan is a challenging case, because …

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

forecasting models for Cambodia. Fourth, the paper present a vector autoregression model to forecast Cambodia’s GDP in the next …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 …

this common forecasting problem manually is resource-intensive, but the existing literature provides little guidance on how … 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 …

This paper analyzes the inflation forecast errors over the period 2021Q1-2022Q3 using forecasts of core and headline … economies. The findings reveal evidence of forecast bias that worsened initially then subsided towards the end of the sample …. There is also evidence of forecast oversmoothing indicating rigidity in forecast revision in the face of incoming …

forecasting recessions. The algorithm selects leading indicators of recessions based on the forecast encompassing principle and … best in a large comparative forecasting exercise at various forecasting horizons. In addition, the selected indicators are …

-of-sample forecasting performance. Finally, issues related to the adequateness of standard methods of evaluation of (linear and nonlinear …) exchange rate models are discussed with reference to different forecast accuracy criteria. …