Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

This chapter surveys recent developments in the evaluation of point forecasts. Taking West's
(2006) survey as a starting point, we briefly cover the state of the literature as of the time of …

We attempt to replicate 67 papers published in 13 well-regarded economics journals using
author-provided replication files that include both data and code. Some journals in our …

We construct a monthly real-time dataset consisting of vintages for 1991.1–2010.12 that is
suitable for generating forecasts of the real price of oil from a variety of models. We …

We show that high-dimensional econometric models, such as shrinkage and complete
subset regression, perform very well in the real-time forecasting of inflation in data-rich …

Output growth estimates for regions of the UK are currently published at an annual
frequency only, released with a long delay, and offer limited historical coverage. To improve …

We investigate alternative robust approaches to forecasting, using a new class of robust
devices, contrasted with equilibrium-correction models. Their forecasting properties are …

This paper proposes a real-time forecasting procedure involving a combination of MIDAS-
type regression models constructed with predictors of different sampling frequencies for …

Real-time data on national accounts statistics typically undergo an extensive revision
process, leading to multiple vintages on the same generic variable. The time between the …

Output growth data for the UK regions are available at only annual frequency and are
released with significant delay. Regional policy makers would benefit from more frequent …