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Report NEP-FOR-2014-08-20
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:
- Luci Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon M. Potter, 2014, "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Staff Reports, Federal Reserve Bank of New York, number 680, Jul.
- Francisco Javier Eransus & Alfonso Novales Cinca, 2014, "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-24.
- Elizondo Rocío, 2013, "Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model," Working Papers, Banco de México, number 2013-03, Apr.
- Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román, 2014, "On Forecast Evaluation," Borradores de Economia, Banco de la Republica de Colombia, number 825, Jun, DOI: 10.32468/be.825.
- Francisco Javier Eransus & Alfonso Novales Cinca, 2014, "Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-22.
- Zhang, Guangfeng & Zhang, Qiong & Majeed, Muhammad Tariq, 2013, "Exchange Rate Determination and Forecasting: Can the Microstructure Approach Rescue Us from the Exchange Rate Disparity?," MPRA Paper, University Library of Munich, Germany, number 57673.
- Philippe de Peretti & Oren Tapiero, 2014, "A GARCH analysis of dark-pool trades," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00984834.
- Denis M. Filatov & Maksim A. Vanyarkho, 2014, "An Unconventional Attempt to Tame Mandelbrot's Grey Swans," Papers, arXiv.org, number 1406.5718, Jun.
- Wim Verhoeven & Arjan Ruis & Tommy Span, 2013, "Famos 2013," Scales Research Reports, EIM Business and Policy Research, number H201312, Oct.