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Report NEP-FOR-2015-11-21
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:
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers, School of Economics, University College Dublin, number 201523, Oct.
- Tommaso Proietti, 2015, "Exponential Smoothing, Long Memory and Volatility Prediction," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-51, Jun.
- Boriss Siliverstovs, 2015, "Dissecting Models' Forecasting Performance," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-397, Nov, DOI: 10.3929/ethz-a-010692101.
- , , "," IPEK Working Papers, Ipek University, Department of Economics, number 1509.
- Fuess, Roland & Koller, Jan, 2015, "The Role of Spatial and Temporal Structure for Residential Rent Predictions," Working Papers on Finance, University of St. Gallen, School of Finance, number 1523, Nov.
- Kiesel, Ruediger & Paraschiv, Florentina, 2015, "Econometric Analysis of 15-minute Intraday Electricity Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1521, Oct.
- Wong, Chi Heem & Tsui, Albert K, 2015, "Forecasting Life Expectancy: Evidence from a New Survival Function," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2015-1, Jun.
- Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2015, "A data-cleaning augmented Kalman filter for robust estimation of state space models," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 13-2015.
- Harri Pönkä, 2015, "The Role of Credit in Predicting US Recessions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-48, Nov.
- Mauro Bernardi & Leopoldo Catania, 2015, "The Model Confidence Set package for R," CEIS Research Paper, Tor Vergata University, CEIS, number 362, Nov, revised 17 Nov 2015.
- Easaw, Joshy, 2015, "Household Forming Inflation Expectations: Why Do They Overreact ?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/14, Oct.
- Neil R. Ericsson, 2015, "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," Working Papers, The George Washington University, The Center for Economic Research, number 2015-003, Nov.
- Easaw, Joshy & Heravi, Saeed & Dixon, Huw David, 2015, "Professionals Forecast of the Inflation Gap and its Persistence," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/13, Oct.
- Peeters, R.J.A.P. & Wolk, K.L., 2015, "Forecasting with Colonel Blotto," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 025, Jan, DOI: 10.26481/umagsb.2015025.
- Güneş Kamber & Chris McDonald & Nicholas Sander & Konstantinos Theodoridis, 2015, "A structural model for policy analysis and forecasting: NZSIM," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2015/05, Nov.