Printed from https://ideas.repec.org/n/nep-for/2017-02-12.html
Report NEP-FOR-2017-02-12
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:
- Antony Millner & Daniel Heyen, 2017, "Valuing predictability," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 260, Jan.
- DESCHAMPS, Philippe J., 2016, "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016050, Nov.
- Neil R. Ericsson, 2017, "How Biased Are U.S. Government Forecasts of the Federal Debt?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1189, Jan, DOI: 10.17016/IFDP.2017.1189.
- Oxana Babecka Kucharcukova & Jan Bruha, 2016, "Nowcasting the Czech Trade Balance," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/11, Dec.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017, "“Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201701, Jan, revised Jan 2017.
- AUGUSTYNIAK, Maciej & BAUWENS, Luc & DUFAYS, Arnaud, 2016, "A New Approach to Volatility Modeling : The High-Dimensional Markov Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016042, Dec.
- Maria Putintseva, 2012, "Mixture Normal Conditional Correlation Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-41, Dec.
- Gianluca Cubadda & Barbara Guardabascio, 2017, "Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model," CEIS Research Paper, Tor Vergata University, CEIS, number 397, Feb, revised 13 Jul 2018.