Report NEP-FOR-2015-05-22

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Jing Zeng, 2015. "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz 2015-11, Department of Economics, University of Konstanz.
• Mammadov, Fuad & Shaig Adigozalov, Shaiq, 2014. "Indicator Based Forecasting of Business Cycles in Azerbaijan," MPRA Paper 64367, University Library of Munich, Germany.
• Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," MPRA Paper 64341, University Library of Munich, Germany.
• Sandra Stankiewicz, 2015. "Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net," Working Paper Series of the Department of Economics, University of Konstanz 2015-12, Department of Economics, University of Konstanz.
• Shen, Zhiwei & Ritter, Matthias, 2015. "Forecasting volatility of wind power production," SFB 649 Discussion Papers 2015-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Manabu Asai & Michael McAleer, 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Documentos de Trabajo del ICAE 2015-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Harry Vander Elst, 2015. "FloGARCH : Realizing long memory and asymmetries in returns volatility," Working Paper Research 280, National Bank of Belgium.
• Henri Nyberg & Harri Pönkä, 2015. "International Sign Predictability of Stock Returns: The Role of the United States," CREATES Research Papers 2015-20, Department of Economics and Business Economics, Aarhus University.
• Wanfeng Yan & Edgar van Tuyll van Serooskerken, 2015. "Forecasting Financial Extremes: A Network Degree Measure of Super-exponential Growth," Papers 1505.04060, arXiv.org.
• Daron, J.D. & Stainforth, David A., 2015. "On quantifying the climate of the nonautonomous lorenz-63 model," LSE Research Online Documents on Economics 61890, London School of Economics and Political Science, LSE Library.