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Report NEP-FOR-2017-10-15
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:
- Afees A. Salisu & Umar B. Ndako, 2017, "A new look at the stock price-exchange rate nexus," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 031, Oct.
- Frank Obermüller, 2017, "Explaining Electricity Forward Premiums - Evidence for the Weather Uncertainty Effect," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2017-10, Sep.
- Christian Menden & Christian R. Proaño, 2017, "Dissecting the financial cycle with dynamic factor models," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 183-2017.
- Pönkä, Harri, 2017, "Sentiment and sign predictability of stock returns," MPRA Paper, University Library of Munich, Germany, number 81861, Oct.
- Thomas Lustenberger & Enzo Rossi, 2017, "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working Papers, Swiss National Bank, number 2017-12.