proposed model demonstrates a remarkable performance in short-term and medium-term forecasting. Using real-time GDP data since …

encouraging. In a pseudo out-of-sample exercise, our approach beats relevant benchmarks for forecasting CPI inflation and an …

The main goal of the article is to investigate forecasting quality of two approaches to modelling main macroeconomic … accuracy not inferior to that of structural models. Additional advantage of their approach is that the forecasting procedure … can be mostly automated and the influence of subjective decisions made in the forecasting process can be significantly …

This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …

agreed. In short, forecasting inflation is of foremost importance to households, businesses, and policymakers. In 2016, the …

the beginning of 2018. They also have performed well in forecasting the direction of inflation. In terms of the …

-run predictions of a wide class of theoretical models yields substantial improvements in the forecasting performance. …

the Nigeria stock market. The EGARCH model is found to be the most efficient for forecasting volatilities and has the … years. The forecasting performance shows the volatility in the Nigeria stock market to be on the increase for the next four …