Printed from https://ideas.repec.org/n/nep-for/2014-11-17.html
Report NEP-FOR-2014-11-17
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:
- Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014, "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper, University Library of Munich, Germany, number 58956, Sep.
- Hännikäinen, Jari, 2014, "The mortgage spread as a predictor of real-time economic activity," MPRA Paper, University Library of Munich, Germany, number 58360, Sep.
- Guérin, Pierre & Leiva-Leon, Danilo, 2014, "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," MPRA Paper, University Library of Munich, Germany, number 59361, Oct.
- Item repec:dgr:uvatin:20140090 is not listed on IDEAS anymore
- Michael P. Clements, 2014, "Do US Macroeconomic Forecasters Exaggerate Their Differences?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-10, Sep.
- Gustavo Fruet Dias & George Kapetanios, 2014, "Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-37, Oct.