Report NEP-FOR-2014-06-22This 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:
- Christophe Amat & Tomasz Michalski & Gilles Stoltz, 2018. "Fundamentals and exchange rate forecastability with simple machine learning methods," Working Papers halshs-01003914, HAL.
- Elliot Anenberg & Steven Laufer, 2014. "Using Data on Seller Behavior to Forecast Short-run House Price Changes," Finance and Economics Discussion Series 2014-16, Board of Governors of the Federal Reserve System (U.S.).
- Edward S. Knotek & Saeed Zaman, 2014. "Nowcasting U.S. Headline and Core Inflation," Working Papers (Old Series) 1403, Federal Reserve Bank of Cleveland.
- Kakorina, Ekaterina, 2014. "Forecasting conditional volatility on the RIN market using MS GARCH model," MPRA Paper 56704, University Library of Munich, Germany.
- Jon Danielsson & Kevin James & Marcela Valenzuela & Ilknur Zer, 2014. "Model Risk of Risk Models," Finance and Economics Discussion Series 2014-34, Board of Governors of the Federal Reserve System (U.S.).
- Suleyman Hilmi Kal & Nuran Arslaner & Ferhat Arslaner, 2014. "Inflation Dynamics and Business Cycles," Working Paper 19, Research and Business Development Department, Borsa Istanbul.
- Hännikäinen, Jari, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper 56737, University Library of Munich, Germany.
- Stefania D'Amico & Don H. Kim & Min Wei, 2014. "Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices," Finance and Economics Discussion Series 2014-24, Board of Governors of the Federal Reserve System (U.S.).
- Gabriel Desgranges & Stéphane Gauthier, 2013. "Asymmetric Information and Rationalizability," PSE - Labex "OSE-Ouvrir la Science Economique" hal-00780372, HAL.