important include macroeconomic and financial time series. In this paper we are testing forecasting capacity of the time series … forecasting the number of tourist guests for the next year. …

This paper is concerned with problem of variable selection and forecasting in the presence of parameter instability …. There are a number of approaches proposed for forecasting in the presence of breaks, including the use of rolling windows or … variable selection and forecasting stages. In this study, we investigate whether or not we should use weighted observations at …

innovational outliers, within a forecasting framework for macroeconomic variables. Drawing on data from the COVID-19 pandemic, the … outperform both those with innovational outlier corrections and no outlier corrections in forecasting post-pandemic household …-lived extreme observations, as in the case of pandemics. These results carry important implications for macroeconomic forecasting …

-based method that allows for temperature adjustment to improve forecasting outcomes. With the assumption of climate change taking …