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Report NEP-FOR-2016-12-04
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:
- Rangan Gupta & Kevin Kotze, 2016, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-01.
- Constantin Burgi, 2016, "What Do We Lose When We Average Expectations?," Working Papers, The George Washington University, The Center for Economic Research, number 2016-013.
- Magdalena Petrovska & Aneta Krstevska & Nikola Naumovski, 2016, "Forecasting Macedonian business cycle turning points using Qual VAR model," Working Papers, National Bank of the Republic of North Macedonia, number 2016-05, Nov.
- Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2016, "Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 446, Nov.
- Item repec:bof:bofrdp:2016_029 is not listed on IDEAS anymore
- Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2016, "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201685, Nov.