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Report NEP-FOR-2017-04-30
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:
- Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman, 2017, "Coherent Probabilistic Forecasts for Hierarchical Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/17.
- Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017, "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201728, Apr.
- Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual & Yi Zhang, 2017, "Exchange Rate Prediction Redux: New Models, New Data, New Currencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 23267, Mar.
- Travis J. Berge, 2017, "Understanding Survey Based Inflation Expectations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-046, Apr, DOI: 10.17016/FEDS.2017.046.
- Item repec:nex:wpaper:spatiotemporal is not listed on IDEAS anymore