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Report NEP-FOR-2016-12-18
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:
- Gonçalo Faria & Fabio Verona, 2016, "Forecasting the equity risk premium with frequency-decomposed predictors," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 06, Dec.
- Davide Delle Monache & Ivan Petrella, 2016, "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1603, Nov.
- Marcin Kolasa & Michal Rubaszek, 2016, "Does foreign sector help forecast domestic variables in DSGE models?," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-022, Nov.
- Smeekes, Stephan & Wijler, Etiënne, 2016, "Macroeconomic Forecasting Using Penalized Regression Methods," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 039, Jan, DOI: 10.26481/umagsb.2016039.
- Francesco Ravazzolo & Tommy Sveen & Sepideh K. Zahiri, 2016, "Commodity Futures and Forecasting Commodity Currencies," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 7/2016, Nov.