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Report NEP-FOR-2015-10-04
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:
- Selen Baser Andic & Fethi Ogunc, 2015, "Variable Selection for Inflation : A Pseudo Out-of-sample Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1506.
- Fady Barsoum, 2015, "Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-19, Sep.
- Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015, "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers, University of Pretoria, Department of Economics, number 201567, Sep.
- Tiziana Cesaroni & Stefano Iezzi, 2015, "The Predictive Content of Business Survey Indicators: evidence from SIGE," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 15118.
- Item repec:ilo:ilowps:488890 is not listed on IDEAS anymore
- Mikkel Bennedsen, 2015, "Rough electricity: a new fractal multi-factor model of electricity spot prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-42, Sep.
- Carlomagno, Guillermo & Espasa, Antoni, 2015, "Forecasting a large set of disaggregates with common trends and outliers," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1518, Sep.
- Carlomagno, Guillermo & Espasa, Antoni, 2016, "Discovering common trends in a large set of disaggregates: statistical procedures and their properties," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1519, Aug.
- Atif R. Mian & Amir Sufi & Emil Verner, 2015, "Household Debt and Business Cycles Worldwide," NBER Working Papers, National Bureau of Economic Research, Inc, number 21581, Sep.
- Hatice Gokce Karasoy & Caglar Yunculer, 2015, "The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1519.
- Jonas Nygaard Eriksen, 2015, "Expected Business Conditions and Bond Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-44, Sep.
- William A. Barnett & Soumya Suvra Bhadury & Taniya Ghosh, 2015, "An SVAR Approach to Evaluation of Monetary Policy in India: Solution to the Exchange Rate Puzzles in an Open Economy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201503, Aug, revised Aug 2015.
- Hautsch, Nikolaus & Herrera, Rodrigo, 2015, "Multivariate dynamic intensity peaks-over-threshold models," CFS Working Paper Series, Center for Financial Studies (CFS), number 516.
- K. Azim Ozdemir, 2015, "Interest Rate Surprises and Transmission Mechanism in Turkey: Evidence from Impulse Response Analysis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1504.