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Report NEP-FOR-2015-08-30
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:
- Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-08.
- Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Clement Yelou, 2015, "Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?," Cahiers de recherche CREATE, CREATE, number 2015-3.
- Andrew C. Chang & Tyler J. Hanson, 2015, "The Accuracy of Forecasts Prepared for the Federal Open Market Committee," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-62, Jul, DOI: 10.17016/FEDS.2015.062.
- Paul Hubert, 2015, "Revisiting the greenbook's relative forecasting performance," Post-Print, HAL, number hal-01087522, DOI: 10.3917/reof.137.0151.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-12.
- Item repec:hum:wpaper:sfb649dp2015-041 is not listed on IDEAS anymore
- Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson, 2015, "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-06.
- Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda, 2014, "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-19.
- Georgiana-Denisa Banulescu & Bertrand Candelon & Christophe Hurlin & Sébastien Laurent, 2014, "Do We Need Ultra-High Frequency Data to Forecast Variances?," Working Papers, HAL, number halshs-01078158, Oct.
- Seabold,Skipper & Coppola,Andrea, 2015, "Nowcasting prices using Google trends : an application to Central America," Policy Research Working Paper Series, The World Bank, number 7398, Aug.
- Petar Sorić & Ivana Lolić & Mirjana Čižmešija, 2015, "European economic sentiment indicator: An empirical reappraisal," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1505, Aug.
- Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina, 2015, "Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation," Working Papers on Finance, University of St. Gallen, School of Finance, number 1513, Jul.
- Mitchell, Karlyn & Pearce, Douglas, 2015, "Direct Evidence on Sticky Information from the Revision Behavior of Professional Forecasters," MPRA Paper, University Library of Munich, Germany, number 66172, Jul.
- Jean-Daniel Rinaudo, 2015, "Long-Term Water Demand Forecasting," Post-Print, HAL, number hal-01183853, DOI: 10.1007/978-94-017-9801-3_11.
- Roswenzweig, Mark R. & Udry, Christopher, 2014, "Rainfall Forecasts, Weather and Wages over the Agricultural Production Cycle," Working Papers, Yale University, Department of Economics, number 128, Jan.
- Item repec:hum:wpaper:sfb649dp2015-042 is not listed on IDEAS anymore
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-07.
- Joel M. David & Ina Simonovska, 2015, "Correlated Beliefs, Returns, and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 21480, Aug.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015, "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/8, Jul.
- Aurelio F. Bariviera & M. T. Martin & A. Plastino & V. Vampa, 2015, "LIBOR troubles: anomalous movements detection based on Maximum Entropy," Papers, arXiv.org, number 1508.04512, Aug.
- Paul Hubert, 2014, "Disentangling qualitative and quantitative central bank influence," Working Papers, HAL, number hal-01098464, Dec.
- K Autchariyapanitkul & S Chanaim & S Sriboonchitta & T Denoeux, 2014, "Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions," Post-Print, HAL, number hal-01127790, Sep, DOI: 10.1007/978-3-319-11191-9_24.