Printed from https://ideas.repec.org/n/nep-for/2014-03-01.html
Report NEP-FOR-2014-03-01
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:
- Item repec:dnb:dnbwpp:415 is not listed on IDEAS anymore
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "Exchange Rate Predictability in a Changing World," Working Papers, Business School - Economics, University of Glasgow, number 2014_03, Feb.
- Dean Croushore & Katherine Marsten, 2014, "The continuing power of the yield spread in forecasting recessions," Working Papers, Federal Reserve Bank of Philadelphia, number 14-5, Feb.
- Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper, University Library of Munich, Germany, number 53772, Jan.
- Paola Cerchiello & Paolo Giudici, 2014, "How to measure the quality of financial tweets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 069, Feb.
- Item repec:hum:wpaper:sfb649dp2014-019 is not listed on IDEAS anymore
- Mauritzen, Johannes & Tangerås, Thomas, 2014, "Real-time versus Day-ahead Market Power in a Hydro-based Electricity Market," Working Paper Series, Research Institute of Industrial Economics, number 1009, Feb.