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Report NEP-FOR-2015-01-09
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:
- Steven Trypsteen, 2014, "The Importance of a Time-Varying Variance and Cross-Country Interactions in Forecast Models," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2014/15.
- Luis F. Melo Velandia & Rub�n A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks� Estimates," Borradores de Economia, Banco de la Republica, number 12323, Nov.
- Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014, "Forecasting the U.S. Real House Price Index," Working Paper series, Rimini Centre for Economic Analysis, number 30_14, Nov.
- Fabio Busetti, 2014, "Quantile aggregation of density forecasts," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 979, Oct.
- Rossen, Anja, 2014, "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 157.
- Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014, "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10104, Aug.
- Jin, Xin & Maheu, John M, 2014, "Bayesian Semiparametric Modeling of Realized Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 60102, Nov.
- Chen, Xiaoshan & MacDonald, Ronald, 2014, "Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2014-12, Nov.
- Gregor Chliamovitch & Alexandre Dupuis & Bastien Chopard & Anton Golub, 2014, "Improving predictability of time series using maximum entropy methods," Papers, arXiv.org, number 1411.7805, Nov.
- Item repec:kie:kieliw:1974 is not listed on IDEAS anymore