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Report NEP-FOR-2016-03-06
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:
- Svetunkov, Ivan & Kourentzes, Nikolaos, 2015, "Complex Exponential Smoothing," MPRA Paper, University Library of Munich, Germany, number 69394, May.
- Degiannakis, Stavros & Filis, George, 2016, "Forecasting oil price realized volatility: A new approach," MPRA Paper, University Library of Munich, Germany, number 69105, Jan.
- Carlos Medel, 2015, "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 769, Sep.
- Calista Cheung & Dmitry Granovsky, 2016, "New Housing Registrations as a Leading Indicator of the BC Economy," Discussion Papers, Bank of Canada, number 16-3, DOI: 10.34989/sdp-2016-3.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015, "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 2, Feb.
- Pierre Guérin & Danilo Leiva-Leon, 2015, "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," Staff Working Papers, Bank of Canada, number 15-24, DOI: 10.34989/swp-2015-24.
- Pirschel, Inske, 2016, "Forecasting euro area recessions in real-time," Kiel Working Papers, Kiel Institute for the World Economy, number 2020.
- Lehmann, Robert & Wohlrabe, Klaus, 2016, "Experts, firms, consumers or even hard data? Forecasting employment in Germany," MPRA Paper, University Library of Munich, Germany, number 69611, Feb.
- Minchul Shin & Molin Zhong, 2015, "Does Realized Volatility Help Bond Yield Density Prediction?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-115, Dec, DOI: 10.17016/FEDS.2015.115.
- Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015, "Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-66, Aug, DOI: 10.17016/FEDS.2015.066.
- Tara M. Sinclair & Hans Christian Müller-Dröge & Herman Stekler, 2014, "Evaluating Forecasts of a Vector of Variables: A German Forecasting Competition," Working Papers, The George Washington University, Institute for International Economic Policy, number 2014-17, Jul.
- Item repec:igi:igierp:570 is not listed on IDEAS anymore
- Peter Van Tassel, 2016, "Merger options and risk arbitrage," Staff Reports, Federal Reserve Bank of New York, number 761, Jan.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015, "Nowcasting Indonesia," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-100, Nov, DOI: 10.17016/FEDS.2015.100.
- Neil R. Ericsson, 2015, "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1152, Nov, DOI: 10.17016/IFDP.2015.1152.
- Asai, M. & McAleer, M.J., 2015, "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-06, Feb.
- Jeremy J. Nalewaik, 2015, "Regime-Switching Models for Estimating Inflation Uncertainty," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-93, Sep, DOI: 10.17016/FEDS.2015.093.
- Koloch, Grzegorz, 2016, "Plausibility of big shocks within a linear state space setting with skewness," MPRA Paper, University Library of Munich, Germany, number 69001, Jan.
- Markku Lanne & Jani Luoto, 2015, "Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-37, Aug.