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Report NEP-FOR-2014-02-15
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:
- Periklis Gogas & Theophilos Papadimitriou & Maria- Artemis Matthaiou & Efthymia Chrysanthidou, 2014, "Yield Curve and Recession Forecasting in a Machine Learning Framework," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 8-2014, Feb.
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2014, "Golden Rule of Forecasting: Be conservative," MPRA Paper, University Library of Munich, Germany, number 53579, Feb.
- Dietmar Janetzko, 2014, "Using Twitter to Model the EUR/USD Exchange Rate," Papers, arXiv.org, number 1402.1624, Feb.
- Nikolaus Hautsch & Fuyu Yang, 2014, "Bayesian Stochastic Search for the Best Predictors: Nowcasting GDP Growth," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 056, Jan.
- Marcus Cobb, 2014, "GDP Forecasting Bias due to Aggregation Inaccuracy in a Chain- Linking Framework," Working Papers Central Bank of Chile, Central Bank of Chile, number 721, Jan.
- Hyeongwoo Kim, 2014, "Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-02, Feb.
- Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014, "Forecasting Distress in European SME Portfolios," MPRA Paper, University Library of Munich, Germany, number 53572, Feb.
- Valerie Grossman & Adrienne Mack & Enrique Martínez García, 2014, "A contribution to the chronology of turning points in global economic activity (1980-2012)," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 169, Jan, DOI: 10.24149/gwp169.
- Marcelo Bianconi & Scott MacLachlan & Marco Sammon, 2014, "Implied Volatility and the Risk-Free Rate of Return in Options Markets," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0777.
- Joshua C.C. Chan & Gary Koop & Simon M. Potter, 2014, "A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-10, Jan.