This article evaluates and compares the forecasting performance of three international organizations: the United Nations, the International Monetary Fund and the World Bank. The annual forecasts made ...

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...

We present a volatility forecasting comparative study within the autoregressive conditional heteroskedasticity (ARCH) class of models. Our goal is to identify successful predictive models over ...