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Report NEP-FOR-2016-07-30
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:
- Mahmut Gunay, 2016, "Forecasting Turkish GDP Growth : Bottom-Up vs Direct?," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1622.
- Patrice Ollivaud & Pierre-Alain Pionnier & Elena Rusticelli & Cyrille Schwellnus & Seung-Hee Koh, 2016, "Forecasting GDP during and after the Great Recession: A contest between small-scale bridge and large-scale dynamic factor models," OECD Economics Department Working Papers, OECD Publishing, number 1313, Jul, DOI: 10.1787/5jlv2jj4mw40-en.
- Ozan Eksi & Cuneyt Orman & Bedri Kamil Onur Tas, 2015, "Has the Forecasting Performance of the Federal Reserve�s Greenbooks Changed over Time?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1532.
- Bahar Sen Dogan & Murat Midilic, 2016, "Forecasting Turkish Real GDP Growth in a Data Rich Environment," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1611.
- Mahmut Gunay, 2016, "Forecasting Turkish GDP Growth with Financial Variables and Confidence Indicators," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1614.
- Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016, "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/06, Jul.
- Eric Jondeau & Michael Rockinger, 2016, "Forecasting Financial Returns with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-13, Mar.
- Marcus Noland, 2016, "Converging on the Medal Stand: Rio 2016 Olympic Forecasts," Policy Briefs, Peterson Institute for International Economics, number PB16-9, Jul.
- Diego ARDILA & Dorsa SANADGOL & Peter CAUWELS & Didier SORNETTE, 2014, "Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-44, Jul.
- Lucas FIEVET & Zalàn FORRO & Peter CAUWELS & Didier SORNETTE, 2014, "Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-46, Jul.
- Takahiro Hattori, 2016, "The predictive power of the implied volatility of interest rates: Evidence from US Dollar, Euro, and Japanese Yen," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2016-018, Jul.