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Report NEP-FOR-2015-05-16
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:
- Onur Ince & Tanya Molodtsova & David H. Papell, 2015, "Taylor Rule Deviations and Out-of-Sample Exchange Rate Predictability," Working Papers, Department of Economics, Appalachian State University, number 15-02.
- Benchimol, Andrés Gustavo & Albarrán Lozano, Irene & Marín Díazaraque, Juan Miguel & Alonso, Pablo J., 2015, "Hierarchical Lee-Carter model estimation through data cloning applied to demographically linked countries," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1510, May.
- Gonçalves Mazzeu, Joao Henrique & Ruiz Ortega, Esther & Veiga, Helena, 2015, "Model uncertainty and the forecast accuracy of ARMA models: A survey," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1508, May.
- Katarzyna Maciejowska & Jakub Nowotarski, 2015, "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/06, May.
- Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2015, "Identification and real-time forecasting of Norwegian business cycles," Working Paper, Norges Bank, number 2015/09, May.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015, "A New Monthly Indicator of Global Real Economic Activity," Working Paper, Norges Bank, number 2015/06, Apr.
- Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini, 2015, "An entropy-based early warning indicator for systemic risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:09.
- Shiqing Ling & Michael McAleer & Howell Tong, 2015, "Frontiers in Time Series and Financial Econometrics: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-04, Feb.
- Gloria Gonzalez-Rivera & Wei Lin, 2015, "Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data," Working Papers, University of California at Riverside, Department of Economics, number 201505, May.
- Anna Pestova, 2015, "Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia," HSE Working papers, National Research University Higher School of Economics, number WP BRP 94/EC/2015.