Simulation-based forecasting methods for a non-Gaussian noncausal vector autoregressive (VAR) model are proposed. In … out superior to the best-fitting conventional causal VAR model in forecasting inflation. … analytical solution is unfeasible and, therefore, simulation or numerical methods are required in computing forecasts. It turns …

concerned with themodelling and forecasting of two U.S. macroeconomic time series:inflation and industrial production. …

We propose simulation-based forecasting methods for the noncausal vector autoregressive model proposed by Lanne and … simulation procedures. Simulation experiments demonstrate that gains in forecasting accuracy are achieved by using the correct … of U.S. inflation and marginal cost turns out superior to the best-fitting conventional causal VAR model in forecasting …

general enough to apply to impulse responses estimated by VARs, local projections, and simulation methods. We show that our …

.S. inflation. …

validated tools in all marketing research. Forecasting awareness is an important stage in that process, one critical to STM …