The performance and economic value of public outlook forecasts has been of continuing interest to agricultural economists and market participants. This dissertation provide new and powerful evidence on the performance of outlook forecasts relative to futures prices in hog and cattle markets over...

Replaced with revised version of paper 11/17/06. Former title: Forecasting Food Price Inflation, Challenges for Central Banks in Developing Countries using an Inflation Targeting Framework: the Case of Colombia

This paper investigates whether the accuracy of outlook hog price forecasts can be improvedusing composite forecasts in an out-of-sample context. Price forecasts from four wellrecognizedoutlook programs are combined with futures-based forecasts, ARIMA, andunrestricted Vector Autoregressive (VAR)...

Surveys of Professional Forecasters produce precise and timely point forecasts for key macroeconomic variables. However, the accompanying density forecasts are not as widely utilized, and there is no consensus about their quality. This is partly because such surveys are often conducted for...

En este artículo se introducen nuevos esquemas de ponderación para promediar de modelos econométricos cuando se está interesado en combinar predicciones de variables discretas provenientes de modelos con cambios de régimen markoviano. En una aplicación empírica, se pronostican los puntos...

We discuss the economic reasons why the predictions of price and return statistical moments in the coming decades, in the best case, will be limited by their averages and volatilities. That limits the accuracy of the forecasts of price and return probabilities by Gaussian distributions. The...

In this study, we evaluate the effectiveness of three popular econometric models ARIMA, MIDAS, and VAR for forecasting quarterly GDP in Madagascar. Our analysis reveals that ARIMA provides the most accurate forecasts among the three models, indicating its superiority in predicting the...

The article proposes a demand function to project the quarterly private consumption of the System of National Accounts. The input variables of this function are the CPI/Wage Index ratio and the real GDP. Since all these variables are cointegrated, an error correction model (ECM) is used to...

This paper investigates the estimation of the Value-at-Risk (VaR) across various probability levels for the log-returns of a comprehensive dataset comprising four thousand crypto-assets. Employing four recently introduced Adaptive Conformal Inference (ACI) algorithms, we aim to provide robust...

The aim of this analysis is to predict whether an National Basketball Association (NBA) player will be active in the league for at least 10 years so as to be qualified for NBA's full retirement scheme which allows for the maximum benefit payable by law. We collected per game statistics for...