Report NEP-FOR-2014-07-13This 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:
- Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014. "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports HSC/14/09, Hugo Steinhaus Center, Wroclaw University of Technology.
- Anthony Garratt & Kevin Lee & Kalvinder Shields, 2014. "Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7," Discussion Papers 2014/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers wuwp176, Vienna University of Economics and Business, Department of Economics.
- Jonas Dovern & Ulrich Fritsche & Prakash Loungani & Natalia T. Tamirisa, 2014. "Information Rigidities; Comparing Average and Individual Forecasts for a Large International Panel," IMF Working Papers 14/31, International Monetary Fund.
- Laurence M. Ball & João Tovar Jalles & Prakash Loungani, 2014. "Do Forecasters Believe in Okun’s Law? An Assessment of Unemployment and Output Forecasts," IMF Working Papers 14/24, International Monetary Fund.
- Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Working Papers 2014-389, Department of Research, Ipag Business School.
- Proietti, Tommaso, 2014. "Exponential Smoothing, Long Memory and Volatility Prediction," MPRA Paper 57230, University Library of Munich, Germany.
- Jungmittag, Andre, 2014. "Combination of forecasts across estimation windows: An application to air travel demand," Working Paper Series: Business and Law 05, Frankfurt University of Applied Sciences, Faculty of Business and Law.
- Nicholas Jorgensen & Matthew Diersen, 2014. "Forecasting Corn and Sotbean Yields with Crop Conditions," Issue Briefs 2014547, South Dakota State University, Department of Economics.
- Siemroth, Christoph, 2014. "Why prediction markets work : The role of information acquisition and endogenous weighting," Working Papers 14-02, University of Mannheim, Department of Economics.
- Clemens J. M. Kool Author-Name-First Clemens J. M. & Daniel L. Thornton Author-Name-First Daniel L., 2014. "How Effective Is Central Bank Forward Guidance?," Working Papers CASMEF 1405, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Garnier, Ernesto & Madlener, Reinhard, 2014. "Balancing Forecast Errors in Continuous-Trade Intraday Markets," FCN Working Papers 2/2014, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
- Carlo Altavilla & Domenico Giannone, 2014. "The effectiveness of non-standard monetary policy measures: evidence from survey data," Working Papers CASMEF 1406, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Item repec:dgr:uvatin:20140075 is not listed on IDEAS anymore
- Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014. "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers 2014-18, Faculty of Economic Sciences, University of Warsaw.
- Abdelhamid Ouakasse & Guy Melard, 2014. "On-line estimation of ARMA models using Fisher-scoring," ULB Institutional Repository 2013/13844, ULB -- Universite Libre de Bruxelles.