This paper examines the forecast accuracy of cointegrated vector autoregressive models when confronted with extreme observations at the end of the sample period. It focuses on comparing two outlier correction methods, additive outliers and innovational outliers, within a forecasting framework...

This paper introduces a novel multivariate composite estimator for the Labour Force Survey (LFS). Unlike the univariate composite estimators used in some countries, the multivariate estimator takes into account the different probabilities of transitioning between labour market categories, such...