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Report NEP-FOR-2016-11-13
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:
- Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016, "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201680, Nov.
- Marina Emiris, 2016, "A dynamic factor model for forecasting house prices in Belgium," Working Paper Research, National Bank of Belgium, number 313, Nov.
- Fritz Breuss, 2016, "Would DSGE Models have Predicted the Great Recession in Austria?," WIFO Working Papers, WIFO, number 530, Nov.
- Gonçalo Faria & Fabio Verona, 2016, "Forecasting stock market returns by summing the frequency-decomposed parts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 05, Oct.
- Martin, Ian & Wagner, Christian, 2016, "What is the Expected Return on a Stock?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11608, Nov.
- Markus Dabernig & Georg J. Mayr & Jakob W. Messner & Achim Zeileis, 2016, "Simultaneous Ensemble Post-Processing for Multiple Lead Times with Standardized Anomalies," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-31, Oct.