, estimation of time-varying forecast biases and facets of miscalibration of individual forecast densities and time-varying inter …We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil …-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach …

approach is based on combination of the Cumulated Sum of Squared Forecast Error Differential (CSSFED) suggested earlier in …

correction model (VECM). Considering Italian data, the appropriate diagnostic tests and estimation results are in favour of non … RMSE and MAE, and compared trough the Diebold Mariano statistic. On the other hand, forecast intervals of Bayesian models …

achieved in real time for forecast horizons of up to two years. A particularly promising model is a six-variable Bayesian …

exploit many predictors, and this chapter surveys these methods. The first group of methods considered is forecast combination … (forecast pooling), in which a single forecast is produced from a panel of many forecasts. The second group of methods is based … increasingly precise as the number of series increases) can be used to forecast individual economic variables. The third group of …

further improve the other method's forecasting performance. The performance of using BMA to forecast bond excess return is … model in forecasting one-month-ahead yield curve. We apply BMA to forecast the government bond yield change and indicate BMA …