C53 - Forecasting and Prediction Methods; Simulation Methods
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A Forecasting Model for Inventory Investments in Canada
The authors present an empirical model to forecast short-run inventory investment behaviour for Canada. -
Structural Change and Forecasting Long-Run Energy Prices
The authors test the statistical significance of Pindyck's (1999) suggested class of econometric equations that model the behaviour of long-run real energy prices. -
Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates
The author proposes a class of exact tests of the null hypothesis of exchangeable forecast errors and, hence, of the hypothesis of no difference in the unconditional accuracy of two competing forecasts.