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Report NEP-FOR-2014-04-05
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:
- Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2014, "Does the federal reserve staff still beat private forecasters?," Working Paper Series, European Central Bank, number 1635, Feb.
- Giacomini, Raffaella & Altavilla, Carlo & Ragusa, Giuseppe, 2014, "Anchoring the yield curve using survey expectations," Working Paper Series, European Central Bank, number 1632, Feb.
- Muriel Nguiffo-Boyom, 2014, "2007-2013: This is what the indicator told us ? Evaluating the performance of real-time nowcasts from a dynamic factor model," BCL working papers, Central Bank of Luxembourg, number 88, Mar.
- Manabu Asai & Michael McAleer, 2014, "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/10, Mar.
- Tsyplakov, Alexander, 2014, "Theoretical guidelines for a partially informed forecast examiner," MPRA Paper, University Library of Munich, Germany, number 55017, Apr.
- Weigand, Roland, 2014, "Matrix Box-Cox Models for Multivariate Realized Volatility," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 478, Mar.
- Davide Pettenuzzo, 2013, "To Predict the Equity Market, Consult Economic Theory," Rosenberg Global Financial Briefs, Brandeis University, Rosenberg Institute of Global Finance, International Businesss School, number 8, revised 2014.
- Stavros Degiannakis & Timotheos Angelidis & George Filis, 2013, "Oil price shocks and volatility do predict stock market regimes," Working Papers, Bank of Greece, number 170, Dec.
- Markku Lanne & Jani Luoto, 2014, "Noncausal Bayesian Vector Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-07, Mar.