Report NEP-FOR-2014-11-07

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.

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The following items were announced in this report:

• Todd E. Clark & Michael W. McCracken, 2014, "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1413, Oct, DOI: 10.26509/frbc-wp-201413.
• Michael P. Clements, 2014, "Real-Time Factor Model Forecasting and the Effects of Instability," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-05, May.
• Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014, "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports, Federal Reserve Bank of New York, number 695, Oct.
• Johannes Mayr & Dirk Ulbricht, 2014, "Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1412.
• Dimitrios Papastamos & George Matysiak & Simon Stevenson, 2014, "A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2014-06, May.
• Contino, Christian & Gerlach, Richard, 2014, "Bayesian Tail Risk Forecasting using Realised GARCH," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2014-05, Oct.
• Giacomo Sbrana & Andrea Silvestrini, 2014, "Random switching exponential smoothing and inventory forecasting," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 971, Jul.
• Peussa, Aleksandr, 2014, "Forecast Models for Private Consumption," ETLA Reports, The Research Institute of the Finnish Economy, number 34, Oct.
• Aleksejs Melihovs, 2014, "Forecasting Natural Population Change: the Case of Latvia," Discussion Papers, Latvijas Banka, number 2014/03, Oct.

Report NEP-FOR-2014-11-07

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: