Printed from https://ideas.repec.org/n/nep-for/2017-11-12.html
Report NEP-FOR-2017-11-12
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:
- Christopher A. Hollrah & Steven A. Sharpe & Nitish R. Sinha, 2017, "What's the Story? A New Perspective on the Value of Economic Forecasts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-107, Nov, DOI: 10.17016/FEDS.2017.107r1.
- Alessandra Pasqualina Viola & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Wagner Piazza Gaglianone, 2017, "Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression," Working Papers Series, Central Bank of Brazil, Research Department, number 466, Nov.
- Andrew Martinez, 2017, "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1717, Nov, DOI: 10.26509/frbc-wp-201717.
- Thomas Goodwin & Jing Tian, 2017, "A State Space Approach to Evaluate Multi-horizon Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-67, Nov.
- Kunze, Frederik, 2017, "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 326.
- Item repec:bof:bofitp:2017_015 is not listed on IDEAS anymore
- Todd E Clark & Michael W McCracken & Elmar Mertens, 2017, "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers, Bank for International Settlements, number 667, Oct.
- Karsten Staehr & Lenno Uuskula, 2017, "Forecasting models for non-performing loans in the EU countries," Bank of Estonia Working Papers, Bank of Estonia, number wp2017-10, Nov, revised 09 Nov 2017, DOI: 10.23656/25045520/102017/0149.
- Asai, M. & McAleer, M.J. & Peiris, S., 2017, "Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-29, Nov.