display the lowest correlation with the target variable. Given that violations of efficiency are usual in the forecasting …

This draft is a summary of the paper entitled: Forecasting Fuel Prices with the Chilean Exchange Rate. In that paper we …

Error at several forecasting horizons. This result holds true even when comparing the survey to a more competitive benchmark …: survey-based forecasts outperform a “pure luck” benchmark at several forecasting horizons. Differing from the traditional “no …

are usual in the forecasting literature, this opposite behavior in terms of accuracy and correlation with the target …

In the financial as well as managerial decision making process, forecasting is a crucial element (Majhi et al, 2009 …). Most research have been made on forecasting of financial and economic variables through the help of researchers in the last … forecasting exchange rate has been in existence for many centuries where different models yield different forecasting results …

This dissertation focuses on forecasting rare macroeconomic events, such as GDP declines and currency crises, using non … qualitative information from expert surveys and textual analysis in macroeconomic forecasting. Chapter 1 shows that the …

monthly to daily observations on exchange rates. Thus the basic thrust of the paper is to analyse the forecasting accuracy of …

stochastic volatility models have the best fit and forecasting performance, hence superior neutral band estimates. …