Report NEP-FOR-2015-12-28

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Rangan Gupta & Eric Olson & Mark E. Wohar, 2015, "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers, University of Pretoria, Department of Economics, number 201585, Nov.
• Chong, Terence Tai Leung & Lin, Shiyu, 2015, "Predictive Models for Disaggregate Stock Market Volatility," MPRA Paper, University Library of Munich, Germany, number 68460, Nov.
• Item repec:qmw:qmwecw:wp770 is not listed on IDEAS anymore

• Yongchen Zhao, 2015, "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers, Towson University, Department of Economics, number 2015-04, Dec, revised Mar 2020.
• Stelios D. Bekiros & Alessia Paccagnini, 2014, "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Open Access publications, School of Economics, University College Dublin, number 10197/7322, Mar.
• Misund, Bård, 2015, "Accounting for Oil and Gas Exploration Activities: A Triumph of Economics over Politics," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/15, Dec.
• Matthieu Garcin & Clément Goulet, 2017, "Non-parametric news impact curve: a variational approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01244292, Feb.
• Bianca De Paoli & Hande Küçük, 2015, "News shocks, monetary policy, and foreign currency positions," Staff Reports, Federal Reserve Bank of New York, number 750, Dec.
• Item repec:gmf:wpaper:2015-19. is not listed on IDEAS anymore

• Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba, 2015, "Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model," Working Papers, University of Pretoria, Department of Economics, number 201596, Dec.
• Item repec:qmw:qmwecw:wp769 is not listed on IDEAS anymore

• Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei, 2015, "The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201586, Nov.
• Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba, 2015, "The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201582, Nov.