This chapter surveys the recent literature on output forecasting, and examines the real-time
forecasting ability of several models for US output growth. In particular, it evaluates the …

This paper analyzes the long-term and short-term effects of oil prices on ethanol, gasoline,
and sugar price forecasts. With the help of a vector error correction with exogenous variable …

This paper considers the problem of forecasting economic and financial variables across a
large number of countries in the global economy. To this end a global vector autoregressive …

This paper discusses pooling versus model selection for nowcasting with large datasets in
the presence of model uncertainty. In practice, nowcasting a low‐frequency variable with a …

In this article we consider combining forecasts generated from the same model but over
different estimation windows. We develop theoretical results for random walks with breaks in …

Supervisory Technology (SupTech) combines artificial intelligence (AI) with machine
learning (ML) for the specific purpose of supervision of the financial markets. SupTech offers …

Page 1 mad A. Moosa Elgar E CONOME TRICS AS A CON AR T. Exposing the Limitations and
AbuSeS Of ECOnometrics Page 2 Econometrics as a Con Art Exposing the Limitations and …

This paper puts forward a global macro model comprising 43 countries and covering the
period from Q1 1995 to Q4 2011. Our regional focus is on countries in Central, Eastern and …

The finding that error correction models do not forecast better than the corresponding first
difference models has been explained predominantly in terms of errors in the estimation of …

This paper studies empirically the role of C hina in the world economy. We examine both the
way the C hinese economy reacts to exchange rate shocks and the repercussions for the …