Printed from https://ideas.repec.org/n/nep-for/2016-07-09.html
Report NEP-FOR-2016-07-09
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:
- Timmermann, Allan & Pettenuzzo, Davide, 2016, "Forecasting Macroeconomic Variables under Model Instability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11355, Jun.
- Timmermann, Allan & Elliott, Graham, 2016, "Forecasting in Economics and Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11354, Jun.
- Michal Franta, 2016, "Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/05, Jun.
- Scott Brave & R. Andrew Butters & Alejandro Justiniano, 2016, "Forecasting Economic Activity with Mixed Frequency Bayesian VARs," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2016-5, May.
- Geert Dhaene & Jianbin Wu, 2016, "Mixed-frequency multivariate GARCH," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 544330, Jun.
- Jack Fosten, 2016, "Forecast evaluation with factor-augmented models," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-05, Jan.
- Chris McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016, "Assessing the economic value of probabilistic forecasts in the presence of an inflation target," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2016/10, Jun.
- Tamal Datta Chaudhuri & Indranil Ghosh, 2016, "Artificial Neural Network and Time Series Modeling Based Approach to Forecasting the Exchange Rate in a Multivariate Framework," Papers, arXiv.org, number 1607.02093, Jul.
- Item repec:bri:accfin:16/4 is not listed on IDEAS anymore
- Jack Fosten, 2016, "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-07, Mar.