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Report NEP-FOR-2015-09-05
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:
- Lorenzo Boldrini & Eric Hillebrand, 2015, "Supervision in Factor Models Using a Large Number of Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-38, Aug.
- Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2015, "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 763, Feb.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014, "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-13.
- Lorenzo Boldrini & Eric Hillebrand, 2015, "The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-39, Aug.
- Daniya Tlegenova, 2015, "Forecasting Exchange Rates Using Time Series Analysis: The sample of the currency of Kazakhstan," Papers, arXiv.org, number 1508.07534, Aug.
- Mehmet Balcilar & Rangan Gupta & Mawuli Segnon, 2015, "The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201558, Aug.
- Cunha, Ronan & Pereira, Pedro L. Valls, 2015, "Automatic model selection for forecasting Brazilian stock returns," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 398, Aug.
- Florian Ziel & Rick Steinert, 2015, "Electricity Price Forecasting using Sale and Purchase Curves: The X-Model," Papers, arXiv.org, number 1509.00372, Sep, revised Aug 2016.
- Castro, Andressa Souza Campos Monteiro & Issler, João Victor, 2015, "Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 767, Jul.
- Gaglianone, Wagner Piazza & Issler, João Victor, 2015, "Microfounded forecasting," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 766, May.
- Assarsson, Bengt & Österholm, Pär, 2015, "Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?," Working Papers, National Institute of Economic Research, number 139, Sep.
- Rocha, Jordano Vieira & Pereira, Pedro L. Valls, 2015, "Forecast comparison with nonlinear methods for Brazilian industrial production," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 397, Jul.
- Benedikt Mandel, 2014, "Contemporary Airport Demand Forecasting: Choice Models and Air Transport Forecasting," International Transport Forum Discussion Papers, OECD Publishing, number 2014/7, Apr, DOI: 10.1787/5jrw2z4f7d35-en.
- Kroujiline, Dimitri & Gusev, Maxim & Ushanov, Dmitry & Sharov, Sergey V. & Govorkov, Boris, 2015, "Forecasting stock market returns over multiple time horizons," MPRA Paper, University Library of Munich, Germany, number 66175, Aug.
- Glaeser, Edward L. & Nathanson, Charles G., 2015, "An Extrapolative Model of House Price Dynamics," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp15-012, Mar.
- Lorenzo Boldrini, 2015, "Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-40, Aug.
- Niels Erik Kaaber Rasmussen & Peter Stephensen, 2014, "A Microsimulation Model for Educational Forecasting," DREAM Working Paper Series, Danish Rational Economic Agents Model, DREAM, number 201402, Oct.
- Grégory Levieuge, 2015, "Explaining and forecasting bank loans. Good times and crisis," Working papers, Banque de France, number 566.
- Matusiak, M. & de Koster, M.B.M. & Saarinen, J., 2015, "Data-driven warehouse optimization," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2015-008-LIS, Jun.
- Grégory Levieuge, 2015, "the coherence and the predictive content of the French Bank Lending Survey s indicators (in French)," Working papers, Banque de France, number 567.
- Item repec:imf:imfwpa:15/132 is not listed on IDEAS anymore
- Tommaso Ciarli & Alex Coad & Ismael Rafols, 2015, "Quantitative Analysis of Technology Futures: A review of Techniques, Uses and Characteristics," SPRU Working Paper Series, SPRU - Science Policy Research Unit, University of Sussex Business School, number 2015-23, Aug.
- Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2015, "Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets," Papers, arXiv.org, number 1508.07505, Aug.