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Report NEP-FOR-2013-08-31
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, or Bluesky.
Other reports in NEP-FOR
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 Science and Technology, number HSC/13/07, Aug.
- Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov, 2013, "Forecasting Stock Returns under Economic Constraints," Working Papers, Brandeis University, Department of Economics and International Business School, number 57, May.
- Christiane Baumeister & Lutz Kilian, 2013, "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Staff Working Papers, Bank of Canada, number 13-28, DOI: 10.34989/swp-2013-28.
- Chen, Shiu-Sheng, 2013, "Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks," MPRA Paper, University Library of Munich, Germany, number 49240, Aug.
- M. Mayer & R. Patuelli, 2013, "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp899, Aug.
- Mirkov, Nikola & Natvik, Gisle James, 2013, "Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1303, Apr.
- 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, number 2013/11, Nov.
- Nima Nonejad, 2013, "A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-24, 08.
- Jean-Sébastien Michel, 2014, "Stock Market Overreaction to Management Earnings Forecasts," Cahiers de recherche, CIRPEE, number 1319.
- Yabin Wang, 2013, "Forecasting Chinese Households’ Demand from Home Production," Economics Program Working Papers, The Conference Board, Economics Program, number 13-01, Jun.
- Òscar Jordà, 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, number 2013-19, Jul, DOI: 10.24148/wp2013-19.
- 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, number 13, Aug.
- Sarah L. Stafford, 2013, "How Predictable are Environmental Compliance Inspections?," Working Papers, Economics Department, William & Mary, number 143, Aug.
- Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla, 2013, "The impact of jumps and thin trading on realized hedge ratios," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-02, Mar, 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, arXiv.org, number 1308.6120, Aug, 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, arXiv.org, number 1308.5836, Aug, revised Jun 2014.