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Data providers have been increasingly publishing content as linked data (LD) on the Web. This process includes guidelines (i.e. good practices) to publish, share, and connect data on the Web. Several people in different areas, for instance, sciences, medicine, governments and so on, use these practices to publish data. The LD community has been proposing many practices to aid the publication of data on the Web. However, discovering these practices is a costly and time-consuming task, considering the practices that are produced by the literature. Moreover, the community still lacks a comprehensive understanding of how these practices are used for publishing LD. Thus, the purpose of this paper is to investigate and better understand how best practices support the publication of LD as well as identifying to what extent they have been applied to this field.

The authors conducted a systematic literature review to identify the primary studies that propose best practices to address the publication of LD, following a predefined review protocol. The authors then identified the motivations for recommending best practices for publishing LD and looked for evidence of the benefits of using such practices. The authors also examined the data formats and areas addressed by the studies as well as the institutions that have been publishing LD.

In summary, the main findings of this work are: there is empirical evidence of the benefits of using best practices for publishing LD, especially for defining standard practices, integrability and uniformity of LD; most of the studies used RDF as data format; there are many areas interested in dissemination data in a connected way; and there is a great variety of institutions that have published data on the Web.

The results presented in this systematic review can be very useful to the semantic web and LD community, since it gathers pieces of evidence from the primary studies included in the review, forming a body of knowledge regarding the use best practices for publishing LD pointing out interesting opportunities for future research.

This paper aims to assess the quality of interest rate forecasts for the money markets in Argentina, Brazil, Chile, Mexico and Venezuela for the period between 2001 and 2019. Future interest rate trends are of key significance for many business-related decisions. Thus, reliable interest rate forecasts are essential, for example, for banks that make profits by carrying out maturity transformations.

The data that we analyze were collected by Consensus Economics through a monthly survey with over 120 renowned economists and were published between 2001 and 2019 in the journal Latin American Consensus Forecasts. The authors use the Diebold-Mariano test, the sign accuracy test, the TOTA coefficient and the unbiasedness test to determine the precision and biasedness of the forecasts.

The research reveals that the forecasting work carried out in Brazil, Chile and Mexico is remarkably successful. The quality of forecasts from Argentina and Venezuela, on the other hand, is significantly poorer.

Over 50 studies have already been published with regard to the accuracy of interest rate forecasts, emphasizing the importance of the topic. However, interest rate forecasts for Latin American money markets have hardly been considered thus far. The paper closes this research gap. Overall, the analyzed database amounts to a total of 209 forecast time series with 28,451 individual interest rate forecasts. This study is thus far more comprehensive than all previous studies.