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 ...

Attention is not all you need when forecasting with generative AI. You also need time. IBM recently made its open-source TinyTimeMixer model available on Hugging Face.

We propose a new diagnostic test for linear and nonlinear time series models, using a generalized spectral approach. Under a wide class of time series models that includes autoregressive conditional ...