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Report NEP-FOR-2015-04-25
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:
- Item repec:hhs:bofitp:2015_013 is not listed on IDEAS anymore
- Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014, "Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-113/III, Aug.
- Tóth, Peter, 2014, "Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP
[A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]," MPRA Paper, University Library of Munich, Germany, number 63713, Oct. - Laurent Callot & Anders B. Kock & Marcelo C. Medeiros, 2014, "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-147/III, Nov.
- Bert de Bruijn & Philip Hans Franses, 2013, "Forecasting Earnings Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-121/III, Aug.
- Anne Opschoor & Dick van Dijk & Michel van der Wel, 2014, "Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-090/III, Jul.
- Manabu Asai & Michael McAleer, 2014, "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-037/III, Mar.
- Bert de Bruijn & Philip Hans Franses, 2015, "How Informative are the Unpredictable Components of Earnings Forecasts?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-032/III, Mar.
- Item repec:hhs:bofitp:2015_012 is not listed on IDEAS anymore
- Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014, "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-127/III, Sep.
- André Lucas & Xin Zhang, 2014, "Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-092/IV/DSF77, Jul, revised 09 Sep 2015.
- Jozef Barunik & Barbora Malinska, 2015, "Forecasting the term structure of crude oil futures prices with neural networks," Papers, arXiv.org, number 1504.04819, Apr.
- Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013, "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-068/III, May.
- David E. Allen & Michael McAleer & Marcel Scharth, 2013, "Realized Volatility Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-092/III, Jul.
- Sartaj Rasool Rather & Sunil Paul & S. Raja Sethu Durai, 2015, "Inflation Forecasting and the Distribution of Price Changes," Working Papers, Madras School of Economics,Chennai,India, number 2015-099, Mar.
- Syntetos, A.A. & Teunter, R.H., 2014, "On the calculation of safety stocks," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 14003-OPERA.
- Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014, "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-067/III, Jun.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-152/III, Dec.
- Luca Fanelli & Marco M. Sorge, 2015, "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 402, Apr.
- Manabu Asai & Michael McAleer, 2015, "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-018/III, Feb.
- Hansen, Bjørn Gunnar & Li, Yushu, 2015, "Future world market prices of milk and feed looking into the crystal ball," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/17, Apr.
- Christian Bauer & Matthias Neuenkirch, 2015, "Forecast Uncertainty and the Taylor Rule," Research Papers in Economics, University of Trier, Department of Economics, number 2015-05.