“...Welch and Goyal (2008) find that numerous economic variables with in-sample predictive ability for the equity premium fail to deliver consistent out-of-sample...”

“...The main goal of this article is to provide an answer to the question: does anything forecast exchange rates, and if so, which variables? It is well known that...”

“...A growing literature documents important gains in asset return volatility forecasting via use of realized variation measures constructed from high-frequency...”

“...We forecast quarterly US inflation based on the generalized Phillips curve using econometric methods that incorporate dynamic model averaging. These methods...”

“...We propose a framework for out-of-sample predictive ability testing and forecast selection designed for use in the realistic situation in which the forecasting...”

“...This paper develops a theory of expectations-driven business cycles based on learning. Agents have incomplete knowledge about how market prices are determined...”

“...We examine the accuracy and contribution of the Merton distance to default (DD) model, which is based on Merton's (1974) bond pricing model. We compare the...”

“...Because of the problems of the various sources of uncertainties, wind power point forecasting models may lead to risks for power system operation and planning...”

“...The aim of this paper is to assess whether modeling structural change can help improving the accuracy of macroeconomic forecasts. We conduct a simulated...”

“...•Temporal hierarchies can be used for any time series to improve forecasting.•The proposed methodology is independent of forecasting models.•It results in...”