Printed from https://ideas.repec.org/n/nep-for/2016-06-25.html
Report NEP-FOR-2016-06-25
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:
- Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles, 2016, "Visualising forecasting Algorithm Performance using Time Series Instance Spaces," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/16.
- Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015, "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper, University Library of Munich, Germany, number 72084, Sep.
- Raoufina, Karine, 2016, "Forecasting Employment Growth in Sweden Using a Bayesian VAR Model," Working Papers, National Institute of Economic Research, number 144, Jun.
- C. Thubin & Thomas Ferrière & Eric Monnet & Magali Marx & Vichett Oung, 2016, "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers, Banque de France, number 596.
- Dirk Drechsel & Stefan Neuwirth, 2016, "Taming volatile high frequency data with long lag structure: An optimal filtering approach for forecasting," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 16-407, Jan, DOI: 10.3929/ethz-a-010667032.
- Jeffrey A. Frankel & Jesse Schreger, 2016, "Bias in Official Fiscal Forecasts: Can Private Forecasts Help?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22349, Jun.
- Davide De Gaetano, 2016, "Forecast Combinations For Realized Volatility In Presence Of Structural Breaks," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0208, Jun.
- Kappler, Marcus & Schleer, Frauke, 2016, "A financially stressed Euro area," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2016-22.