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Report NEP-FOR-2016-05-08
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:
- Leopoldo Catania & Nima Nonejad, 2016, "Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models," Papers, arXiv.org, number 1605.00230, May, revised Nov 2016.
- Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015, "Predicting Recessions With Boosted Regression Trees," Working Papers, The George Washington University, The Center for Economic Research, number 2015-004, Dec.
- Item repec:arx:papers:1604.04044 is not listed on IDEAS anymore
- Yongchen Zhao, 2015, "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers, The George Washington University, The Center for Economic Research, number 2015-005, Dec.
- Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi, 2016, "Dynamic Factor model with infinite dimensional factor space: forecasting," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 120, Apr.
- Keren Shen & Jianfeng Yao & Wai Keung Li, 2016, "On the Surprising Explanatory Power of Higher Realized Moments in Practice," Papers, arXiv.org, number 1604.07969, Apr.