It has been suggested that inflation forecasts derived from short-term interest rates are as accurate as time-series forecasts. Previous analyses of this notion have focused on U.S. data, providing ...

Although theoretical research on the properties of structural time series models has regularly appeared in the literature, there is as yet scant evidence on the forecasting performance of structural ...

The goal of a time series regression problem is best explained by a concrete example. Suppose you own an airline company and you want to predict the number of passengers you'll have next month based ...

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