Report NEP-FOR-2013-10-05This 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:
- Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
- Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 20, Department of Research, Ipag Business School.
- Filippo Maria Pericoli & Roberto Galli & Cecilia Frale & Stefania Pozzuoli, 2013. "Bank lending in a cointegrated VAR model," Working Papers 8, Department of the Treasury, Ministry of the Economy and of Finance.
- Emmanuela Bernardini & Gianluca Cubadda, 2013. "Macroeconomic forecasting and structural analysis through regularized reduced-rank regression," CEIS Research Paper 289, Tor Vergata University, CEIS, revised 03 Oct 2013.
- Fertig, Michael & Kahanec, Martin, 2013. "Mobility in an Enlarging European Union: Projections of Potential Flows from EU's Eastern Neighbors and Croatia," IZA Discussion Papers 7634, Institute for the Study of Labor (IZA).
- Mohamed Arouri & Amal Aouadi & Philippe Foulquier & FrÃ©dÃ©ric Teulon, 2013. "Can Information Demand Help to Predict Stock Market Liquidity ? Google it !," Working Papers 24, Department of Research, Ipag Business School.