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Report NEP-FOR-2017-03-12
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:
- Dovern, Jonas & Manner, Hans, 2016, "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145547.
- Souhaïb Chamseddine Zardi, 2017, "Forecasting Inflation in a Macroeconomic Framework: An Application to Tunisia," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 07-2017, Mar.
- Amira Akl Ahmed & Doaa Akl Ahmed, 2016, "Modelling Conditional Volatility and Downside Risk for Istanbul Stock Exchange," Working Papers, Economic Research Forum, number 1028, Jul, revised Jul 2016.
- Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086rr, Sep, revised Feb 2017.
- Bätje, Fabian & Menkhoff, Lukas, 2016, "Predicting the equity premium via its components," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145789.
- Luis J. Álvarez & Isabel Sánchez, 2017, "A suite of inflation forecasting models," Occasional Papers, Banco de España, number 1703, Feb.