Report NEP-FOR-2016-07-16This 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:
- Peiris, S. & Asai, M. & McAleer, M.J., 2016. "Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models," Econometric Institute Research Papers EI2016-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Patrick Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," NBER Working Papers 22402, National Bureau of Economic Research, Inc.
- Abbate, Angela & Marcellino, Massimiliano, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," Discussion Papers 19/2016, Deutsche Bundesbank.
- Christopher McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016. "Assessing the economic value of probabilistic forecasts in the presence of an inflation target," CAMA Working Papers 2016-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jonathon M. Clegg, 2016. "Perception vs Reality: How does the British electorate evaluate economic performance of incumbent governments in the post war period?," Oxford University Economic and Social History Series _143, Economics Group, Nuffield College, University of Oxford.
- Clark, Todd E. & Carriero, Andrea & Marcellino, Massimiliano, 2016. "Large Vector Autoregressions with Stochastic Volatility and Flexible Priors," Working Papers (Old Series) 1617, Federal Reserve Bank of Cleveland.
- Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016. "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series 1882, European Central Bank.
- Chakir, Raja & Laurent, Thibault & Ruiz-Gazen, Anne & Thomas-Agnan, Christine & Vignes, Céline, 2016. "Land use predictions on a regular grid at different scales and with easily accessible covariates," TSE Working Papers 16-666, Toulouse School of Economics (TSE).