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The purpose of this paper is to provide an insight into the modelling and forecasting of unknown events or shocks that … econometric forecasting has been recently confirmed by the pandemic and other events that have affected the world economy and …-ante predictions which fill the gap in the ex-ante forecasting literature. The study of previous events is relevant for research …
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A longstanding finding in the forecasting literature is that averaging forecasts from different models often improves … Model Confidence Sets that take into account the statistical significance of historical out-of-sample forecasting … performance. In an empirical application of forecasting U.S. macroeconomic indicators, we find significant gains in out …
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Research on forecasting methods has made important progress over recent years and these developments are brought … together in the Handbook of Economic Forecasting. The handbook covers developments in how forecasts are constructed based on … chapters on forecast evaluation, including evaluation of point forecasts and probability forecasts and contains chapters on …
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decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate …, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial a …
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