Printed from https://ideas.repec.org/n/nep-for/2014-03-15.html
Report NEP-FOR-2014-03-15
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:
- Jakub Nowotarski & Rafal Weron, 2014, "Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/03, Apr.
- Jiahan Li & Ilias Tsiakas & Wei Wang, 2014, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Working Paper series, Rimini Centre for Economic Analysis, number 05_14, Feb.
- Rafal Weron, 2014, "A review of electricity price forecasting: The past, the present and the future," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/02, Mar.
- Fresoli, Diego Eduardo & Ruiz Ortega, Esther, 2014, "The uncertainty of conditional returns, volatilities and correlations in DCC models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws140202, Feb.
- Andrea Bastianin & Matteo Manera, 2020, "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers, University of Milano-Bicocca, Department of Economics, number 445, Jun, revised Jun 2020.
- Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2014, "Forecasting recessions in real time," Working Paper, Norges Bank, number 2014/02, Feb.
- Nicholas Fawcett & George Kapetanios & James Mitchell & Simon Price, 2014, "Generalised Density Forecast Combinations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-24, Mar.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "Exchange Rate Predictability in a Changing World," Working Paper series, Rimini Centre for Economic Analysis, number 06_14, Feb.
- Item repec:ctc:serie1:def10 is not listed on IDEAS anymore
- Leandro Maciel & Fernando Gomide & Rosangela Ballini, 2014, "An Evolving Fuzzy-Garch Approach Forfinancial Volatility Modeling And Forecasting," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 138.
- Liu, Chu-An & Kuo, Biing-Shen, 2014, "Model Averaging in Predictive Regressions," MPRA Paper, University Library of Munich, Germany, number 54198, Mar.
- Dimitris Korobilis, 2014, "Data-based priors for vector autoregressions with drifting coefficients," Working Papers, Business School - Economics, University of Glasgow, number 2014_04, Jan.
- Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2014, "Risk Assessment of the Brazilian FX Rate," Working Papers Series, Central Bank of Brazil, Research Department, number 344, Jan.
- Item repec:hum:wpaper:sfb649dp2014-020 is not listed on IDEAS anymore
- Andreas Joseph & Irena Vodenska & Eugene Stanley & Guanrong Chen, 2014, "Netconomics: Novel Forecasting Techniques from the Combination of Big Data, Network Science and Economics," Papers, arXiv.org, number 1403.0848, Mar.
- Damien Challet & Ahmed Bel Hadj Ayed, 2014, "Do Google Trend data contain more predictability than price returns?," Papers, arXiv.org, number 1403.1715, Mar.