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Report NEP-FOR-2017-05-07
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:
- Hyeongwoo Kim & Kyunghwan Ko, 2017, "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2017-03, May.
- Syed Ali Asad Rizvi & Stephen J. Roberts & Michael A. Osborne & Favour Nyikosa, 2017, "A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes," Papers, arXiv.org, number 1705.00891, May.
- Korobilis, D, 2017, "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19565, May.
- Fullerton, Thomas M., Jr. & Ceballos, Alejandro & Walke, Adam G., 2015, "Short-Term Forecasting Analysis for Municipal Water Demand," MPRA Paper, University Library of Munich, Germany, number 78259, Jun, revised 04 Aug 2015.
- Benjamin Beckers & Konstantin A. Kholodilin & Dirk Ulbricht, 2017, "Reading between the Lines: Using Media to Improve German Inflation Forecasts," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1665.
- Alessia Paccagnini, 2017, "Forecasting with FAVAR: macroeconomic versus financial factors," NBP Working Papers, Narodowy Bank Polski, number 256.
- BLINOV, Sergey, 2017, "Economic Forecasting Based on the Relationship between GDP and Real Money Supply," MPRA Paper, University Library of Munich, Germany, number 78717, Apr.
- Siem Koopman & André Lucas & Marcin Zamojski, 2017, "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers, Narodowy Bank Polski, number 258.