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Report NEP-FOR-2015-04-11
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:
- Heiner F. Mikosch & Stefan Neuwirth, 2015, "Real-Time Forecasting with a MIDAS VAR," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-377, Apr, DOI: 10.3929/ethz-a-010414894.
- Hyeongwoo Kim & Wen Shi, 2015, "Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2015-04, Apr.
- João Valle e Azevedo & Inês Maria Gonçalves, 2015, "Macroeconomic Forecasting Starting from Survey Nowcasts," Working Papers, Banco de Portugal, Economics and Research Department, number w201502.
- Michael Dotsey & Shigeru Fujita & Tom Stark, 2015, "Do Phillips curves conditionally help to forecast inflation?," Working Papers, Federal Reserve Bank of Philadelphia, number 15-16, Mar.
- Item repec:hig:wpaper:36sti2015 is not listed on IDEAS anymore
- Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Milano-Bicocca, Department of Economics, number 298, Apr, revised Apr 2015.
- Schanne, Norbert, 2015, "A Global Vector Autoregression (GVAR) model for regional labour markets and its forecasting performance with leading indicators in Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201513.
- Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015, "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015007, Feb.
- Braione, Manuela & Scholtes, Nicolas K., 2014, "Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014059, Nov.
- Item repec:eus:wpaper:ec0115 is not listed on IDEAS anymore
- Zikes, Filip & Barunik, Jozef & Shenai, Nikhil, 2015, "Modeling and forecasting persistent financial durations," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 36.
- BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2014, "Forecasting comparison of long term component dynamic models for realized covariance matrices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014053, Nov.
- Nico Katzke & Chris Garbers, 2015, "Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk?," Working Papers, Stellenbosch University, Department of Economics, number 06/2015.