Report NEP-FOR-2015-07-25This 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:
- Hossein Hassani & Emmanuel Sirimal Silva & Nikolaos Antonakakis & George Filis & Rangan Gupta, 2015. "Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques," Working Papers 201552, University of Pretoria, Department of Economics.
- Charles Rahal, 2015. "Housing Market Forecasting with Factor Combinations," Discussion Papers 15-05r, Department of Economics, University of Birmingham.
- Mawuli Segnon & Thomas Lux & Rangan Gupta, 2015. "Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models," Working Papers 201550, University of Pretoria, Department of Economics.
- Martín González-Rozada & Luis Pereiro, 2013. "Forecasting Prices in Regime-Switching Markets," Department of Economics Working Papers 2013_2, Universidad Torcuato Di Tella.
- Medel, Carlos A., 2015. "A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62," MPRA Paper 65665, University Library of Munich, Germany.
- Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2015. "Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors," Working Papers 2015-02, Towson University, Department of Economics, revised Jul 2015.
- Davis, Brent, 2015. "Forecasting Elections: Do Prediction Markets Tells Us Anything More than the Polls?," MPRA Paper 65505, University Library of Munich, Germany.
- Francesco Caravelli & James Requeima & Cozmin Ududec & Ali Ashtari & Tiziana Di Matteo & Tomaso Aste, 2015. "Multi-scaling of wholesale electricity prices," Papers 1507.06219, arXiv.org.
- Imane El Ouadghiri, 2015. "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," EconomiX Working Papers 2015-17, University of Paris Nanterre, EconomiX.
- Perederiy, Volodymyr, 2015. "Endogenous derivation and forecast of lifetime PDs," MPRA Paper 65679, University Library of Munich, Germany.
- Serdar Neslihanoglu, 2015. "The Performance of Conditional CAPMs based on Evidence from the European Union?s (EU) Financial Stock Markets before and after the Eurozone Financial Crisis," Proceedings of International Academic Conferences 2604617, International Institute of Social and Economic Sciences.
- Serdar Neslihanoglu, 2015. "Financial Stock Market Co-movement and Correlation: Evidence in the European Union (EU) Area Before and After the October 2008 Financial Crisis," Proceedings of International Academic Conferences 2604587, International Institute of Social and Economic Sciences.