Report NEP-FOR-2015-06-20This 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:
- Alexander Dokumentov & Rob J. Hyndman, 2015. "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers 13/15, Monash University, Department of Econometrics and Business Statistics.
- Item repec:tam:wpaper:1392 is not listed on IDEAS anymore
- Morten Ã˜rregaard Nielsen & Sergei S. Shibaev, 2015. "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," Working Paper 1340, Economics Department, Queen's University.
- Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton, 2015. "Probabilistic time series forecasting with boosted additive models: an application to smart meter data," Monash Econometrics and Business Statistics Working Papers 12/15, Monash University, Department of Econometrics and Business Statistics.
- Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015. "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers) 1016, Bank of Italy, Economic Research and International Relations Area.
- Jari Hännikäinen, 2014. "The mortgage spread as a predictor of real-time economic activity," Working Papers 1496, Tampere University, School of Management and Business, Economics.
- Kascha, Christian & Trenkler, Carsten, 2015. "Forecasting VARs, model selection, and shrinkage," Working Papers 15-07, University of Mannheim, Department of Economics.
- Deaves, Richard & Lei, Jin & Schroeder, Michael, 2015. "Forecaster overconfidence and market survey performance," FinMaP-Working Papers 40, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Jari Hännikäinen, 2013. "Zero Lower Bound and Indicator Properties of Interest Rate Spreads," Working Papers 1390, Tampere University, School of Management and Business, Economics.
- Jari Hännikäinen, 2014. "Multi-step forecasting in the presence of breaks," Working Papers 1494, Tampere University, School of Management and Business, Economics.
- Jari Hännikäinen, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Working Papers 1495, Tampere University, School of Management and Business, Economics.
- Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland, Institute for Economies in Transition.
- Antoine Djogbenou & Silvia Gonçalves & Benoit Perron, 2015. "Bootstrap inference in regressions with estimated factors and serial correlation," CIRANO Working Papers 2015s-20, CIRANO.
- Rudan Wang & Bruce Morley & Javier Ordóñez, 2015. "The Taylor Rule, Wealth Effects and the Exchange Rate," Working Papers 2015/08, Economics Department, Universitat Jaume I, Castellón (Spain).
- Federico M. Bandi & Benoit Perron & Andrea Tamoni & Claudio Tebaldi, 2015. "The scale of predictability," CIRANO Working Papers 2015s-21, CIRANO.