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Report NEP-FOR-2013-12-15
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:
- Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013, "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13080, Nov.
- Frank Schorfheide & Dongho Song, 2013, "Real-Time Forecasting with a Mixed-Frequency VAR," NBER Working Papers, National Bureau of Economic Research, Inc, number 19712, Dec.
- Barbara Rossi & Atsushi Inoue, 2012, "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1404, Apr.
- Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013, "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series, Central Bank of Brazil, Research Department, number 330, Oct.
- Barbara Rossi, 2012, "The changing relationship between commodity prices and equity prices in commodity exporting," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1405, Oct.
- Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2013, "On the Benefits of Equicorrelation for Portfolio Allocation," NCER Working Paper Series, National Centre for Econometric Research, number 99, Dec.
- Blaufus, Kay & Bob, Jonathan & Trinks, Matthias, 2013, "How will the court decide? Tax experts and the estimation of tax risk," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 150.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2013, "Have Financial Markets Become More Informative?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19728, Dec.
- Jeffrey Frankel & Jesse Schreger, , "Over-optimistic official forecasts and fiscal rules in the eurozone," Working Paper, Harvard University OpenScholar, number 83126.
- Jui-Chung Yang & Ke-Li Xu, 2013, "Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function," 2013 Papers, Job Market Papers, number pya307, Dec.
- Kaoru Tone, 2013, "Resampling in DEA," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 13-23, Dec.
- Florian Chatagny, 2013, "Incentive Effects of Fiscal Rules on the Finance Minister's Behaviour: Evidence from Revenue Projections in Swiss Cantons," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 13-347, Jan, DOI: 10.3929/ethz-a-010034062.
- Richard Meese & Kenneth Rogoff & Jacob Frenkel, , "The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?," Working Paper, Harvard University OpenScholar, number 32044.
- Luca Sala, 2013, "DSGE models in the frequency domain," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 504.