The predictive accuracy of various econometrics models, including random walks, vector autoregressive and vector error …

-type models provide poor out-of-sample forecasts of volatility. This is primarily based on the use of traditional forecast … evaluation criteria concerning the accuracy and the unbiasedness of forecasts. In this paper we provide an assessment of … suitable for the evaluation of volatility forecasts. …

The necessity of improving the forecasts accuracy grew in the context of actual economic crisis, but few researchers … inflation rate forecasts on the horizon 2010-2012, we proved that the one-step-ahead forecasts based on updated AR(2) models for … constructing the forecasts, by using the limits of the bias-corrected-accelerated bootstrap intervals for the initial data series …

A short article which motivates the use of a fan chart in the communication of forecasts, with special emphasis on … inflation forecasts. A fan chart for Maltese HICP inflation projections is built, using the history of forecast errors. …

The necessity of improving the forecasts accuracy grew in the context of actual economic crisis, but few researchers … inflation rate forecasts on the horizon 2010-2012, we proved that the one-step-ahead forecasts based on updated AR(2) models … the models’ coefficients. In this article we introduced a new methodology of constructing the forecasts, by using the …