Report NEP-FOR-2014-03-01This 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:
- Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and forecasting economic growth in the euro area using principal components," DNB Working Papers 415, Netherlands Central Bank, Research Department.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
- Dean Croushore & Katherine Marsten, 2014. "The continuing power of the yield spread in forecasting recessions," Working Papers 14-5, Federal Reserve Bank of Philadelphia, revised 13 Feb 2014.
- Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper 53772, University Library of Munich, Germany.
- Paola Cerchiello & Paolo Giudici, 2014. "How to measure the quality of financial tweets," DEM Working Papers Series 069, University of Pavia, Department of Economics and Management.
- Julien Albertini & Arthur Poirier, 2014. "Unemployment benefits extensions at the zero lower bound on nominal interest rate," SFB 649 Discussion Papers SFB649DP2014-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Mauritzen, Johannes & Tangerås, Thomas, 2014. "Real-time versus Day-ahead Market Power in a Hydro-based Electricity Market," Working Paper Series 1009, Research Institute of Industrial Economics.