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Report NEP-FOR-2015-08-13
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:
- Kostas Nikolopoulos & F. Petropoulos, 2015, "Forecasting, Foresight and Strategic Planning for Black Swans," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 15003, Mar.
- Raffaella Giacomini, 2014, "Economic theory and forecasting: lessons from the literature," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP41/14, Sep.
- Juraj Hucek & Alexander Karsay & Marian Vavra, 2015, "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number OP 1/2015, Jul.
- Segnon, Mawuli & Lux, Thomas & Gupta, Rangan, 2015, "Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 46.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Stock return forecasting: some new evidence," Working Papers, Deakin University, Department of Economics, number fe_2015_13, Jan, DOI: 10.1016/j.irfa.2015.05.002.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper, Norges Bank, number 2015/12, Jul.
- S. Buxton & Kostas Nikolopoulos & M. Khammash & P. Stern, 2015, "Modelling and Forecasting Branded and Generic Pharmaceutical Life Cycles: Assessment of the Number of Dispensed Units," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 15004, Apr.
- William Larson, 2015, "Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates," Working Papers, The George Washington University, The Center for Economic Research, number 2015-002, Jul.
- Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers, Business School - Economics, University of Glasgow, number 2015_08, Feb.
- Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015, "Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula," Working Papers, Business School - Economics, University of Glasgow, number 2015_15, Feb.
- Giuseppe Bianchi & Tatiana Cesaroni & Ottavio Ricchi, 2015, "ISBEM: An econometric model for the Italian State Budget Expenditures," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 15120.
- Benjamin Beckers, 2015, "The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1496.
- Takuya Iwasaki & Norio Kitagawa & Akinobu Shuto, 2012, "Managerial discretion over initial earnings forecasts “Forthcoming in Pacific-Basin Finance Journalâ€," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-369, Dec, revised Nov 2022.
- Dimitris Korobilis., 2015, "Prior selection for panel vector autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2015_10, Apr.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015, "A new monthly indicator of global real economic activity," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 244, Jun, DOI: 10.24149/gwp244.
- Deepa & Paresh K Narayan, , "Are Indian Stock Returns Predictable?," Working Papers, Deakin University, Department of Economics, number 2015_07.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Intraday volatility interaction between the crude oil and equity markets," Working Papers, Deakin University, Department of Economics, number fe_2015_14, Jan, DOI: 10.1016/j.intfin.2015.07.007.
- Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Working Papers, Deakin University, Department of Economics, number fe_2015_08, Jan, DOI: 10.1016/j.eneco.2014.11.018.
- Shota Otomasa & Atsushi Shiiba & Akinobu Shuto, 2015, "Management Earnings Forecasts as a Performance Target in Executive Compensation Contracts," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-368, Jul.
- Janine Aron & John Muellbauer & Rachel Sebudde, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2015-17.
- Joakim Westerlund & Paresh K Narayan & Xinwei Zheng, , "Testing For Stock Return Predictability In A Large Chinese Panel," Working Papers, Deakin University, Department of Economics, number 2015_11.
- Narayan, Paresh Kumar, 2015, "An analysis of sectoral equity and CDS spreads," Working Papers, Deakin University, Department of Economics, number fe_2015_02, Jan, DOI: 10.1016/j.intfin.2014.10.004.