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