Printed from https://ideas.repec.org/n/nep-for/2016-02-12.html
Report NEP-FOR-2016-02-12
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:
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017, "Effects of eliciting long-run price forecasts on market dynamics in asset market experiments," Working Papers, HAL, number halshs-01263661, Oct.
- Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2016, "The implications of liquidity expansion in China for the US dollar," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 264, Jan, DOI: 10.24149/gwp264.
- David Hendry, 2016, "Deciding Between Alternative Approaches In Macroeconomics," Economics Series Working Papers, University of Oxford, Department of Economics, number 778, Jan.
- Jean-Charles Bricongne, 2015, "The Quantity Theory of Money Revisited: The Improved Short-Term Predictive Power of of Household Money Holdings with Regard to prices. LEO Working Paper," Working Papers, HAL, number halshs-01252397.
- Emre Kahraman & Gazanfer Unal, 2016, "Multiple Wavelet Coherency Analysis and Forecasting of Metal Prices," Papers, arXiv.org, number 1602.01960, Feb.
- Emmanuel Frenod & Tarik Chakkour, 2016, "A continuous-in-time financial model," Post-Print, HAL, number hal-01249324, Feb.
- Savas Papadopoulos & Pantelis Stavroulias & Thomas Sager, 2016, "Systemic early warning systems for EU15 based on the 2008 crisis," Working Papers, Bank of Greece, number 202, Jan.