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Report NEP-FOR-2015-03-22
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:
- Charles Rahal, 2015, "Housing Market Forecasting with Factor Combinations," Discussion Papers, Department of Economics, University of Birmingham, number 15-05, Jun.
- Fornaro, Paolo, 2015, "Forecasting U.S. Recessions with a Large Set of Predictors," MPRA Paper, University Library of Munich, Germany, number 62973, Mar.
- Brent Meyer & Murat Tasci, 2015, "Lessons for forecasting unemployment in the United States: use flow rates, mind the trend," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-1, Feb.
- Marcos Álvarez-Díaz & Rangan Gupta, 2015, "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers, University of Pretoria, Department of Economics, number 201512, Mar.
- Roberto Casarin & Federico Bassetti & Francesco Ravazzolo, 2015, "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:04.
- Alessandro Giovannelli & Tommaso Proietti, 2015, "On the Selection of Common Factors for Macroeconomic Forecasting," CEIS Research Paper, Tor Vergata University, CEIS, number 332, Mar, revised 12 Mar 2015.
- O'Hare, Colin & Li, Youwei, 2014, "Identifying structural breaks in stochastic mortality models," MPRA Paper, University Library of Munich, Germany, number 62994, Oct.
- Golinski, Adam & Madeira, Joao & Rambaccussing, Dooruj, 2014, "Fractional Integration of the Price-Dividend Ratio in a Present-Value Model," MPRA Paper, University Library of Munich, Germany, number 58554, Sep.
- Boriss Siliverstovs, 2015, "Short-term forecasting with mixed-frequency data: A MIDASSO approach," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-375, Mar, DOI: 10.3929/ethz-a-010399937.
- Joshua C.C. Chan, 2015, "The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-07, Mar.
- Michael P Clements, 2014, "Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-12, Oct.
- Michael V. Klibanov & Andrey V. Kuzhuget, 2015, "Profitable forecast of prices of stock options on real market data via the solution of an ill-posed problem for the Black-Scholes equation," Papers, arXiv.org, number 1503.03567, Mar.