judgmental adjustment of model-based forecasts, whether forecast updates are progressive, on a constrained mixture vector … underwriters and issuing firms in the Japanese corporate bond market, stochastic life table forecasting: a time-simultaneous fan …

continuous time theory. In explanatory financial variability modelling this raises several methodological and practical issues … properties of operational and practical procedures for the forecast evaluation of explanatory discrete time models of financial …

of country-specific determinants. This paper shows empirically the superiority of direct forecasting methods, in which …

directional forecasts can provide a useful framework to assess the economic forecast value when loss functions (or success … directional forecast value is a readily available alternative to the commonly used squared error loss criterion. …

The theory suggests that investment activities and monetary policy influence the development of the global business … the beginning of the forecasting horizon. However, when the forecasting horizon increases the VARs outperform the ARs …. Comparing the forecasting performance of the ECMs, it was found that the forecasting ability of the ECMs in first differences …