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Report NEP-FOR-2015-12-12
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:
- Jozef Barunik & Barbora Malinska, 2015, "Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/25, Nov, revised Nov 2015.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015, "Exploiting the monthly data flow in structural forecasting," Staff Reports, Federal Reserve Bank of New York, number 751, Dec.
- Yue-Jun Zhang & Ting Yao & Ling-Yun He, 2015, "Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?," Papers, arXiv.org, number 1512.01676, Dec.
- Syed Abul, Basher & Perry, Sadorsky, 2015, "Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH," MPRA Paper, University Library of Munich, Germany, number 68231, Dec.
- Carlo Altavilla & Domenico Giannone, 2015, "The effectiveness of nonstandard monetary policy measures: evidence from survey data," Staff Reports, Federal Reserve Bank of New York, number 752, Dec.
- Issler, João Victor & Notini, Hilton Hostalácio, 2015, "Estimating Brazilian monthly GDP: a state-space approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 774, Nov.
- Jan Witajewski-Baltvilks & Elena Verdolini & Massimo Tavoni, 2015, "Bending The Learning Curve," Working Papers, Fondazione Eni Enrico Mattei, number 2015.65, Jul.
- Vladimir Kossov, 2015, "Price Scissors as a Dangerous Gap between the Price Projections of Supply and Demand," HSE Working papers, National Research University Higher School of Economics, number WP BRP 46/MAN/2015.
- David Rosnick, 2015, "Projecting a Range of Possible Results in the December 2015 Elections for National Assembly in Venezuela," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2015-23, Dec.