Report NEP-FOR-2016-04-09This 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.
The following items were announced in this report:
- Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016. "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics Discussion Papers 2016-14, Kiel Institute for the World Economy (IfW).
- Amélie Charles & Olivier Darné & Jae H. Kim, 2016. "Stock Return Predictability: Evaluation based on prediction intervals," Working Papers hal-01295037, HAL.
- Jennifer Castle & David Hendry & Michael P. Clements, 2016. "An Overview of Forecasting Facing Breaks," Economics Series Working Papers 779, University of Oxford, Department of Economics.
- Martyna Marczak & Tommaso Proietti & Stefano Grassi, 2016. "A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models," CEIS Research Paper 374, Tor Vergata University, CEIS, revised 31 Mar 2016.
- Sid Ghoshal & Stephen Roberts, 2016. "Extracting Predictive Information from Heterogeneous Data Streams using Gaussian Processes," Papers 1603.06202, arXiv.org, revised Jul 2018.
- Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
- Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi, 2016. "Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting," Working Papers ECARES ECARES 2016-16, ULB -- Universite Libre de Bruxelles.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Businesss School.
- Yuri Danilov, 2016. "Spatial Development Indicators, Used in the Framework of the "New Economic Geography" and How They Can Be Used in the Strategic Planning of Spatial Development of the Russian Federation," Working Papers 0028, Moscow State University, Faculty of Economics.
- Alina Mika & Robert Zymek, 2016. "Friends Without Benefits? New EMU Members and the Euro Effect on Trade," ESE Discussion Papers 269, Edinburgh School of Economics, University of Edinburgh.