Report NEP-FOR-2016-06-25This 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.
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 10/16, Monash University, Department of Econometrics and Business Statistics.
- Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015. "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper 72084, University Library of Munich, Germany.
- Raoufina, Karine, 2016. "Forecasting Employment Growth in Sweden Using a Bayesian VAR Model," Working Papers 144, National Institute of Economic Research.
- C. Thubin & T. Ferrière & E. Monnet & M. Marx & V. Oung, 2016. "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers 596, Banque de France.
- Dirk Drechsel & Stefan Neuwirth, 2016. "Taming volatile high frequency data with long lag structure: An optimal filtering approach for forecasting," KOF Working papers 16-407, KOF Swiss Economic Institute, ETH Zurich.
- Jeffrey A. Frankel & Jesse Schreger, 2016. "Bias in Official Fiscal Forecasts: Can Private Forecasts Help?," NBER Working Papers 22349, National Bureau of Economic Research, Inc.
- Davide De Gaetano, 2016. "Forecast Combinations For Realized Volatility In Presence Of Structural Breaks," Departmental Working Papers of Economics - University 'Roma Tre' 0208, Department of Economics - University Roma Tre.
- Kappler, Marcus & Schleer, Frauke, 2016. "A financially stressed Euro area," Economics Discussion Papers 2016-22, Kiel Institute for the World Economy (IfW).