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Report NEP-FOR-2015-10-25
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:
- George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015, "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/15.
- Ellis W. Tallman & Saeed Zaman, 2015, "Forecasting Inflation: Phillips Curve Effects on Services Price Measures," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1519, Oct, DOI: 10.26509/frbc-wp-201519.
- Buncic, Daniel & Tischhauser, Martin, 2015, "Macroeconomic Factors and Equity Premium Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1522, Oct.
- Franses, Ph.H.B.F. & Maassen, N.R., 2015, "Consensus forecasters: How good are they individually and why?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-21, Oct.
- Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015, "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers, Federal Reserve Bank of St. Louis, number 2015-030, Oct, revised 10 Apr 2020, DOI: 10.20955/wp.2015.030.
- Oliver Ruhnau & Patrick Hennig & Reinhard Madlener, 2015, "Economic Implications of Enhanced Forecast Accuracy: The Case of Photovoltaic Feed-In Forecasts," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 6/2015, Jun.
- Ayse Kabukcuoglu & Enrique Martínez-García, 2015, "Inflation as a Global Phenomenon—Some Implications for Policy Analysis and Forecasting," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1520, Oct.
- Fernando N. de Oliveira, 2015, "Financial and Real Sector Leading Indicators of Recessions in Brazil using Probabilistic Models," Working Papers Series, Central Bank of Brazil, Research Department, number 402, Sep.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2015, "The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test," Working Papers, University of Pretoria, Department of Economics, number 201577, Oct.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201575, Oct.
- L. Zirulia, 2015, "Should I stay or should I go? : Weather forecasts and the economics of short breaks," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1034, Oct.
- James Yetman, 2015, "The evolution of inflation expectations in Canada and the US," BIS Working Papers, Bank for International Settlements, number 523, Oct.
- Nirodha I Jayawardenaa & Neda Todorova & Bin Li & Jen-Je Su, 2015, "Forecasting the volatility of the Japanese stock market using after-hour information in other markets," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201508, Aug.