Report NEP-FOR-2013-08-31This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.
The following items were announced in this report:
- Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013. "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology HSC/13/07, Hugo Steinhaus Center, Wroclaw University of Technology.
- Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov, 2013. "Forecasting Stock Returns under Economic Constraints," Working Papers, Brandeis University, Department of Economics and International Businesss School 57, Brandeis University, Department of Economics and International Businesss School.
- Christiane Baumeister & Lutz Kilian, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Working Papers, Bank of Canada 13-28, Bank of Canada.
- Chen, Shiu-Sheng, 2013. "Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks," MPRA Paper 49240, University Library of Munich, Germany.
- M. Mayer & R. Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Papers wp899, Dipartimento Scienze Economiche, Universita' di Bologna.
- Mirkov, Nikola & Natvik, Gisle James, 2013. "Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?," Working Papers on Finance 1303, University of St. Gallen, School of Finance.
- Ahmet Goncu & Mehmet Oguz Karahan & Tolga Umut Kuzubas, 2013. "Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach," Working Papers, Bogazici University, Department of Economics 2013/11, Bogazici University, Department of Economics.
- Nima Nonejad, 2013. "A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory," CREATES Research Papers 2013-24, School of Economics and Management, University of Aarhus.
- Jean-SÃ©bastien Michel, 2014. "Stock Market Overreaction to Management Earnings Forecasts," Cahiers de recherche, CIRPEE 1319, CIRPEE.
- Yabin Wang, 2013. "Forecasting Chinese Householdsâ€™ Demand from Home Production," Economics Program Working Papers, The Conference Board, Economics Program 13-01, The Conference Board, Economics Program.
- Ã’scar JordÃ , 2013. "Assessing the historical role of credit: business cycles, financial crises and the legacy of Charles S. Peirce," Working Paper Series, Federal Reserve Bank of San Francisco 2013-19, Federal Reserve Bank of San Francisco.
- Timo Henckel & Gordon Menzies & Daniel J. Zizzo, 2013. "The Great Recession and the Two Dimensions of European Central Bank Credibility," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney 13, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Sarah L. Stafford, 2013. "How Predictable are Environmental Compliance Inspections?," Working Papers, Department of Economics, College of William and Mary 143, Department of Economics, College of William and Mary.
- Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla, 2013. "The impact of jumps and thin trading on realized hedge ratios," Working Papers, University of Tasmania, School of Economics and Finance 2013-02, University of Tasmania, School of Economics and Finance, revised 28 Mar 2013.
- Krenar Avdulaj & Jozef Barunik, 2013. "Can we still benefit from international diversification? The case of the Czech and German stock markets," Papers 1308.6120, arXiv.org, revised Sep 2013.
- Item repec:dgr:eureir:1765039598 is not listed on IDEAS anymore
- Roland Langrock & Th\'eo Michelot & Alexander Sohn & Thomas Kneib, 2013. "Semiparametric stochastic volatility modelling using penalized splines," Papers 1308.5836, arXiv.org, revised Jun 2014.