reduction strategies and traditional econometrics approaches in fore-cast accuracy, there are further significant gains from … forecast accuracy in commercial applications. To assess if the hype is warranted, we use data from the film industry in … strategies that combine econometrics and machine learning when conducting forecasts with new big data sources. Specifically …

evidence that the forecast of the Markov model are superior at predicting the direction of change of the exchange rate …

Although macroeconomic forecasting forms an integral part of the policymaking process, there has been a serious lack of … inflation. This paper fills this research gap by providing a replicable forecasting model that beats a host of other competing … models when measured by root mean square errors, especially over long-run forecast horizons. The model is shown to be capable …

premium. We use this simple observation to forecast the equity-premium time series with the cross-sectional price of risk. We …

forecasting the course of the U. S.economy (mostly economists, analysts, and executives from the world of corporate business and …