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Report NEP-FOR-2016-10-09
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:
- Antoine Mandel & Amir Sani, 2016, "Learning Time-Varying Forecast Combinations," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16036r, Apr, revised Sep 2016.
- Piotroski, Joseph D. & Joos, Peter, 2015, "The Best of All Possible Worlds: Using Analysts' Scenario-Based Valuations to Assess Target Price Optimism," Research Papers, Stanford University, Graduate School of Business, number 3325, Aug.
- Hüning, Hendrik, 2016, "Asset market response to monetary policy news from SNB press releases," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 177.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016, "Vulnerable growth," Staff Reports, Federal Reserve Bank of New York, number 794, Sep.
- Matthieu Garcin & Clément Goulet, 2017, "Non-parametric news impact curve: a variational approach," Post-Print, HAL, number halshs-01244292, Feb.
- Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2016, "Decoupling the short- and long-term behavior of stochastic volatility," Papers, arXiv.org, number 1610.00332, Oct, revised Jan 2021.
- Troy Davig & Aaron Smalter Hall, 2016, "Recession forecasting using Bayesian classification," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 16-6, Aug, DOI: 10.18651/RWP2016-06.
- Stockhammar, Pär & Österholm, Pär, 2016, "Do Inflation Expectations Granger Cause Inflation?," Working Papers, Örebro University, School of Business, number 2016:4, Oct.