Printed from https://ideas.repec.org/n/nep-for/2015-08-01.html
Report NEP-FOR-2015-08-01
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:
- Cesar Carrera & Alan Ledesma, 2015, "Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models," Working Papers, Peruvian Economic Association, number 50, Jul.
- Pena-Levano, Luis M. & Ramirez, Octavio & Renteria-Pinon, Mario, 2015, "Efficiency Gains in Commodity Forecasting with High Volatility in Prices using Different Levels of Data Aggregation," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205740, DOI: 10.22004/ag.econ.205740.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016, "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-084/III, Mar, revised 03 Jul 2017.
- Etienne, Xiaoli L., 2015, "Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205124, Jul, DOI: 10.22004/ag.econ.205124.
- Martin, Ian, 2015, "What is the Expected Return on the Market?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10715, Jul.
- Muellbauer, John & Aron, Janine & Sebudde, Rachel, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10739, Jul.
- Yun, Seong Do & Gramig, Benjamin M & Delgado, Michael S. & Florax, Raymond J.G.M., 2015, "Does Spatial Correlation Matter in Econometric Models of Crop Yield Response and Weather?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205465, DOI: 10.22004/ag.econ.205465.
- Khan, Farid & Salim, Ruhul, 2015, "The Public R&D and Productivity Growth in Australian Broadacre Agriculture: A Cointegration and Causality Approach," 2015 Conference (59th), February 10-13, 2015, Rotorua, New Zealand, Australian Agricultural and Resource Economics Society, number 204432, Feb, DOI: 10.22004/ag.econ.204432.
- Weibing Huang & Charles-Albert Lehalle & Mathieu Rosenbaum, 2015, "How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program," Papers, arXiv.org, number 1507.07052, Jul.