Report NEP-FOR-2017-11-19
This 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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-FOR
The following items were announced in this report:
- Stanislav Anatolyev & Jozef Barunik, 2017. "Forecasting dynamic return distributions based on ordered binary choice," Papers 1711.05681, arXiv.org, revised Jan 2019.
- Goodwin, Thomas & Tian, Jing, 2017. "A state space approach to evaluate multi-horizon forecasts," Working Papers 2017-15, University of Tasmania, Tasmanian School of Business and Economics.
- Svetunkov, Ivan & Boylan, John Edward, 2017. "Multiplicative state-space models for intermittent time series," MPRA Paper 82487, University Library of Munich, Germany.
- Thijs Benschop & Brenda López Cabrera, 2017. "Realized volatility of CO2 futures," SFB 649 Discussion Papers SFB649DP2017-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- David Turner, 2017. "Designing fan charts for GDP growth forecasts to better reflect downturn risks," OECD Economics Department Working Papers 1428, OECD Publishing.
- Fida Hussain & Asif Mahmood, 2017. "Predicting Inflation and Output in Pakistan: The Role of Yield Spread," SBP Working Paper Series 93, State Bank of Pakistan, Research Department.
- Benjamin R. Auer & Benjamin Mögel, 2016. "How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?," CESifo Working Paper Series 6288, CESifo.
- Biqing Cai & Jiti Gao, 2017. "A simple nonlinear predictive model for stock returns," Monash Econometrics and Business Statistics Working Papers 18/17, Monash University, Department of Econometrics and Business Statistics.