Report NEP-FOR-2016-06-18

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016. "Exchange rate forecasting with DSGE models," Working Paper Series 1905, European Central Bank.
• Rünstler, Gerhard, 2016. "On the design of data sets for forecasting with dynamic factor models," Working Paper Series 1893, European Central Bank.
• Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2016. "Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach," Working Papers 201645, University of Pretoria, Department of Economics.
• Emna Trabelsi, 2016. "Central Bank Transparency and the consensus forecast: What does The Economist poll of forecasters tell us?," Post-Print hal-01121434, HAL.
• Hakan Yilmazkuday, 2016. "Forecasting the Great Trade Collapse," Working Papers 1603, Florida International University, Department of Economics.
• Ailie Charteris & Barry Strydom, 2016. "Stock Return Predictability in South Africa: An Alternative Approach," Working Papers 608, Economic Research Southern Africa.
• Itf, 2015. "Forecasting Airport Demand: Review of UK Airports Commission Forecasts and Scenarios," International Transport Forum Policy Papers 13, OECD Publishing.
• Shelton Peiris & Manabu Asai & Michael McAleer, 2016. "Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models," Tinbergen Institute Discussion Papers 16-044/III, Tinbergen Institute.
• Alexander N. Bogin & Stephen D. Bruestle & William M. Doerner, 2015. "How Low Can House Prices Go? Estimating a Conservative Lower Bound," FHFA Staff Working Papers 15-01, Federal Housing Finance Agency.
• Hannes Mueller & Christopher Rauh, 2016. "Reading Between the Lines: Prediction of Political Violence Using Newspaper Text," Empirical Studies of Conflict Project (ESOC) Working Papers 2, Empirical Studies of Conflict Project.
• Monika Hadas-Dyduch, 2016. "Econometric-wavelet prediction in spatial aspect," Working Papers 30/2016, Institute of Economic Research, revised Jun 2016.