Forecasting

Using a FAVAR Model for Forecasting Copper Prices

A FAVAR model can beat three simple benchmarks between 1 to 12 months ahead.

Dec 1, 2012

An Evaluation of Forecasting Models for Copper Prices: Can we go beyond an Autoregression?

For one-quarter ahead forecasting horizon, time series models are an appropriate choice, while for longer horizons the reduced-form models seem to be the most suitable.

Nov 1, 2011