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Report NEP-FOR-2016-04-09
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:
- 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, Kiel Institute for the World Economy (IfW Kiel), number 2016-14.
- Amélie Charles & Olivier Darné & Jae H. Kim, 2016, "Stock Return Predictability: Evaluation based on prediction intervals," Working Papers, HAL, number hal-01295037, Mar.
- Jennifer Castle & David Hendry & Michael P. Clements, 2016, "An Overview of Forecasting Facing Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 779, Feb.
- Martyna Marczak & Tommaso Proietti & Stefano Grassi, 2016, "A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models," CEIS Research Paper, Tor Vergata University, CEIS, number 374, Mar, revised 31 Mar 2016.
- Sid Ghoshal & Stephen Roberts, 2016, "Extracting Predictive Information from Heterogeneous Data Streams using Gaussian Processes," Papers, arXiv.org, number 1603.06202, Mar, revised Jul 2018.
- Hännikäinen, Jari, 2016, "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 70489, Apr.
- Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi, 2016, "Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-16, Mar.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016, "Bayesian Compressed Vector Autoregressions," Working Papers, Brandeis University, Department of Economics and International Business School, number 103, Mar.
- 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, Moscow State University, Faculty of Economics, number 0028, Apr.
- Alina Mika & Robert Zymek, 2016, "Friends Without Benefits? New EMU Members and the Euro Effect on Trade," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 269, Feb.