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Report NEP-FOR-2014-06-02
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:
- Kilian, Lutz & Baumeister, Christiane, 2013, "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9768, Dec.
- Giacomini, Raffaella & Ragusa, Giuseppe & Altavilla, Carlo, 2013, "Anchoring the Yield Curve Using Survey Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9738, Nov.
- Oscar Claveria & Enric Monte & Salvador Torra, 2014, "“A multivariate neural network approach to tourism demand forecasting”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201410, May, revised May 2014.
- Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2014, "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9848, Mar.
- Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014, "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9931, Apr.
- Cláudia Duarte, 2014, "Autoregressive augmentation of MIDAS regressions," Working Papers, Banco de Portugal, Economics and Research Department, number w201401.
- Carlo Altavilla & Domenico Giannone, 2014, "The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-30, May.
- Yu, Eric Jinsan, 2014, "Predictive Power of Aggregate Short Interest," MPRA Paper, University Library of Munich, Germany, number 56259, May.
- Marcellino, Massimiliano & Foroni, Claudia, 2014, "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9815, Feb.
- Carlomagno, Guillermo & Espasa, Antoni, 2014, "The pairwise approach to model a large set of disaggregates with common trends," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws141309, May.
- Swinand, Gregory P & O'Mahoney, Amy, 2014, "Estimating the impact of wind generation and wind forecast errors on energy prices and costs in Ireland," MPRA Paper, University Library of Munich, Germany, number 56246.