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Report NEP-FOR-2016-02-29
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:
- Altug, Sumru & Çakmaklı, Cem, 2015, "Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10419, Feb.
- Carlos Medel & Pablo Pincheira, 2015, "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile, Central Bank of Chile, number 768, Sep.
- Schwarzmüller, Tim, 2015, "Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area," Kiel Working Papers, Kiel Institute for the World Economy, number 1982.
- Piergiorgio Alessandri & Haroon Mumtaz, 2014, "Financial conditions and density forecasts for US output and inflation," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 1, Mar.
- R. Anton Braun & Tomoyuki Nakajima, 2016, "Uninsured risk, stagnation, and fiscal policy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-4, Feb.
- Filippo Curti & Marco Migueis, 2016, "Predicting Operational Loss Exposure Using Past Losses," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-2, Feb, DOI: 10.17016/FEDS.2016.002r1.
- Roland Weigand, 2014, "Matrix Box-Cox Models for Multivariate Realized Volatility," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 144, Mar.