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Report NEP-FOR-2015-06-20
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:
- Alexander Dokumentov & Rob J. Hyndman, 2015, "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/15.
- Item repec:tam:wpaper:1392 is not listed on IDEAS anymore
- Morten Ørregaard Nielsen & Sergei S. Shibaev, 2015, "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," Working Paper, Economics Department, Queen's University, number 1340, Jun.
- 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, Monash University, Department of Econometrics and Business Statistics, number 12/15.
- Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015, "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1016, Jun.
- Jari Hännikäinen, 2014, "The mortgage spread as a predictor of real-time economic activity," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1496, Sep.
- Kascha, Christian & Trenkler, Carsten, 2015, "Forecasting VARs, model selection, and shrinkage," Working Papers, University of Mannheim, Department of Economics, number 15-07.
- Deaves, Richard & Lei, Jin & Schroeder, Michael, 2015, "Forecaster overconfidence and market survey performance," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 40.
- Jari Hännikäinen, 2013, "Zero Lower Bound and Indicator Properties of Interest Rate Spreads," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1390, Oct.
- Jari Hännikäinen, 2014, "Multi-step forecasting in the presence of breaks," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1494, May.
- Jari Hännikäinen, 2014, "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1495, Jun.
- Item repec:hhs:bofitp:2015_019 is not listed on IDEAS anymore
- Antoine Djogbenou & Silvia Gonçalves & Benoit Perron, 2015, "Bootstrap inference in regressions with estimated factors and serial correlation," CIRANO Working Papers, CIRANO, number 2015s-20, May.
- Rudan Wang & Bruce Morley & Javier Ordóñez, 2015, "The Taylor Rule, Wealth Effects and the Exchange Rate," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/08.
- Federico M. Bandi & Benoit Perron & Andrea Tamoni & Claudio Tebaldi, 2015, "The scale of predictability," CIRANO Working Papers, CIRANO, number 2015s-21, May.