Report NEP-FOR-2015-01-09This 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.
The following items were announced in this report:
- Steven Trypsteen, "undated". "The Importance of a Time-Varying Variance and Cross-Country Interactions in Forecast Models," Discussion Papers 2014/15, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Luis F. Melo Velandia & Rubén 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 012323, BANCO DE LA REPÚBLICA.
- Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Paper Series 30_14, The Rimini Centre for Economic Analysis.
- Fabio Busetti, 2014. "Quantile aggregation of density forecasts," Temi di discussione (Economic working papers) 979, Bank of Italy, Economic Research and International Relations Area.
- Rossen, Anja, 2014. "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers 157, Hamburg Institute of International Economics (HWWI).
- Gargano, Antonio & Pettenuzzo, Davide & Timmermann, Allan G, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers 10104, C.E.P.R. Discussion Papers.
- Jin, Xin & Maheu, John M, 2014. "Bayesian Semiparametric Modeling of Realized Covariance Matrices," MPRA Paper 60102, University Library of Munich, Germany.
- Chen, Xiaoshan & MacDonald, Ronald, 2014. "Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model," Stirling Economics Discussion Papers 2014-12, University of Stirling, Division of Economics.
- Gregor Chliamovitch & Alexandre Dupuis & Bastien Chopard & Anton Golub, 2014. "Improving predictability of time series using maximum entropy methods," Papers 1411.7805, arXiv.org.
- Christian D. Dick & Ronald MacDonald & Lukas Menkhoff, 2014. "Exchange Rate Forecasts and Expected Fundamentals," Kiel Working Papers 1974, Kiel Institute for the World Economy.