Report NEP-FOR-2014-12-29

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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Other reports in NEP-FOR

The following items were announced in this report:

• Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014, "Forecasting with Bayesian Global Vector Autoregressions," ERSA conference papers, European Regional Science Association, number ersa14p25, Nov.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers, University of Pretoria, Department of Economics, number 201475, Nov.
• Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K, 2014, "Are there Gains from Pooling Real-Time Oil Price Forecasts?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10075, Jul.
• Minford, Patrick & Zhou, Peng & Xu, Yongdeng, 2014, "How good are out of sample forecasting Tests on DSGE models?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10239, Nov.
• Stefan Bruder, 2014, "Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions," ECON - Working Papers, Department of Economics - University of Zurich, number 181, Nov, revised Dec 2015.
• Ghysels, Eric & Ball, Ryan & Zhou, Huan, 2014, "Can we Automate Earnings Forecasts and Beat Analysts?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10186, Oct.
• Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal portfolio choice under decision-based model combinations," Working Paper, Norges Bank, number 2014/15, Nov.
• Piergiorgio Alessandri & Haroon Mumtaz, 2014, "Financial indicators and density forecasts for US output and inflation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 977, Oct.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers, Stellenbosch University, Department of Economics, number 24/2014.
• Alessandro Giovannelli & Tommaso Proietti, 2014, "On the Selection of Common Factors for Macroeconomic Forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-46, Nov.
• Gabriele Ranco & Ilaria Bordino & Giacomo Bormetti & Guido Caldarelli & Fabrizio Lillo & Michele Treccani, 2014, "Coupling news sentiment with web browsing data improves prediction of intra-day price dynamics," Papers, arXiv.org, number 1412.3948, Dec, revised Dec 2015.
• Junior Ojeda & Gabriel Rodriguez, 2014, "An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-383.
• José Renato Haas Ornelas, 2014, "Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies," Working Papers Series, Central Bank of Brazil, Research Department, number 370, Dec.
• Joyce P. Jacobsen & Laurence M. Levin & Zachary Tausanovitch, 2014, "Comparing Standard Regression Modeling to Ensemble Modeling: How Data Mining Software Can Improve Economists' Predictions," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2014-003, Dec.