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Report NEP-FOR-2014-12-08
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:
- Jozef Barunik & Tomáš Krehlik, 2014, "Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/30, Sep, revised Sep 2014.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers, Business School - Economics, University of Glasgow, number 2014_16, Sep.
- Item repec:dgr:uvatin:20140147 is not listed on IDEAS anymore
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014, "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 478.
- Francis X. Diebold & Minchul Shin, 2014, "Assessing Point Forecast Accuracy by Stochastic Error Distance," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-038, Nov.
- Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers, Brandeis University, Department of Economics and International Business School, number 80, Oct.
- Hamulczuk, Mariusz & Grudkowska, Sylwia & Gędek, Stanisław & Klimkowski, Cezary & Stańko, Stanisław, 2013, "Essential econometric methods of forecasting agricultural commodity prices," Multiannual Program Reports, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI), number 164834, DOI: 10.22004/ag.econ.164834.
- Ian Christensen & Fuchun Li, 2014, "Predicting Financial Stress Events: A Signal Extraction Approach," Staff Working Papers, Bank of Canada, number 14-37, DOI: 10.34989/swp-2014-37.
- Aloosh, Arash, 2014, "Global Variance Risk Premium and Forex Return Predictability," MPRA Paper, University Library of Munich, Germany, number 59931, Nov.
- Yuki Kawakubo & Shonosuke Sugasawa & Tatsuya Kubokawa, 2014, "Conditional AIC under Covariate Shift with Application to Small Area Prediction," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-944, Oct.