Report NEP-FOR-2015-11-21This 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.
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 201523, School of Economics, University College Dublin.
- Tommaso Proietti, 2015. "Exponential Smoothing, Long Memory and Volatility Prediction," CREATES Research Papers 2015-51, Department of Economics and Business Economics, Aarhus University.
- Boriss Siliverstovs, 2015. "Dissecting Models' Forecasting Performance," KOF Working papers 15-397, KOF Swiss Economic Institute, ETH Zurich.
- , "undated". "," IPEK Working Papers 1509, Ipek University, Department of Economics.
- Fuess, Roland & Koller, Jan, 2015. "The Role of Spatial and Temporal Structure for Residential Rent Predictions," Working Papers on Finance 1523, University of St. Gallen, School of Finance.
- Kiesel, Ruediger & Paraschiv, Florentina, 2015. "Econometric Analysis of 15-minute Intraday Electricity Prices," Working Papers on Finance 1521, University of St. Gallen, School of Finance.
- Wong, Chi Heem & Tsui, Albert K, 2015. "Forecasting Life Expectancy: Evidence from a New Survival Function," CEI Working Paper Series 2015-1, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- 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 13-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Harri Pönkä, 2015. "The Role of Credit in Predicting US Recessions," CREATES Research Papers 2015-48, Department of Economics and Business Economics, Aarhus University.
- Mauro Bernardi & Leopoldo Catania, 2015. "The Model Confidence Set package for R," CEIS Research Paper 362, Tor Vergata University, CEIS, revised 17 Nov 2015.
- Easaw, Joshy, 2015. "Household Forming Inflation Expectations: Why Do They ‘Overreact’?," Cardiff Economics Working Papers E2015/14, Cardiff University, Cardiff Business School, Economics Section.
- Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," Working Papers 2015-003, The George Washington University, Department of Economics, Research Program on Forecasting.
- Easaw, Joshy & Heravi, Saeed & Dixon, Huw David, 2015. "Professionals’ Forecast of the Inflation Gap and its Persistence," Cardiff Economics Working Papers E2015/13, Cardiff University, Cardiff Business School, Economics Section.
- Peeters R.J.A.P. & Wolk K.L., 2015. "Forecasting with Colonel Blotto," Research Memorandum 025, Maastricht University, Graduate School of Business and Economics (GSBE).
- 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 DP2015/05, Reserve Bank of New Zealand.