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Report NEP-FOR-2016-05-21
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:
- O'Hare, Colin & Li, Youwei, 2016, "Modelling mortality: Are we heading in the right direction?," MPRA Paper, University Library of Munich, Germany, number 71392, May.
- Pietro Dallari & Antonio Ribba, 2015, "Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 115, Dec.
- Zeineb Affes & Rania Hentati-Kaffel, 2016, "Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01314553, Mar.
- Leoni Eleni Oikonomikou, 2016, "Forecasting the Market Risk Premium with Artificial Neural Networks," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 202, Apr.
- Christina Christou & Rangan Gupta & Christis Hassapis, 2016, "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201637, Apr.
- Gerunov, Anton, 2016, "Automating Analytics: Forecasting Time Series in Economics and Business," MPRA Paper, University Library of Munich, Germany, number 71010, Apr.
- Adam Clements & Joanne Fuller & Vasilios Papalexiou, 2015, "Public news flow in intraday component models for trading activity and volatility," NCER Working Paper Series, National Centre for Econometric Research, number 106, Aug.
- R Herrera & Adam Clements, 2015, "Point process models for extreme returns: Harnessing implied volatility," NCER Working Paper Series, National Centre for Econometric Research, number 104, May.
- Stelios D. Bekiros & Alessia Paccagnini, 2014, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications, School of Economics, University College Dublin, number 10197/7588, Oct.
- Donya Rahmani & Saeed Heravi & Hossein Hassani & Mansi Ghodsi, 2016, "Forecasting time series with structural breaks with Singular Spectrum Analysis, using a general form of recurrent formula," Papers, arXiv.org, number 1605.02188, May.
- Billstam, Maria & Frändén, Kristina & Samuelsson, Johan & Österholm, Pär, 2016, "Quasi-Real-Time Data of the Economic Tendency Survey," Working Papers, National Institute of Economic Research, number 143, Apr.