Printed from https://ideas.repec.org/n/nep-for/2017-12-03.html
Report NEP-FOR-2017-12-03
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:
- Michael W. McCracken & Joseph McGillicuddy, 2017, "An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2017-40, Nov, DOI: 10.20955/wp.2017.040.
- Michael Callaghan, 2017, "Is the market always right? Improving federal funds rate forecasts by adjusting for the term premium," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2017/08, Nov.
- Mariti, Massimo B. & Gonçalves Mazzeu, Joao Henrique & Lopes Moreira da Veiga, María Helena, 2017, "Modeling and forecasting the oil volatility index," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 25985, Nov.
- Raihan, Tasneem, 2017, "Performance of Markov-Switching GARCH Model Forecasting Inflation Uncertainty," MPRA Paper, University Library of Munich, Germany, number 82343, Oct.
- Frédérique Bec & Raouf Boucekkine & Caroline Jardet, 2017, "Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1744, Nov.
- Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016, "Model risk of risk models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66365, Feb.
- Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017, "Macroeconomic nowcasting and forecasting with big data," Staff Reports, Federal Reserve Bank of New York, number 830, Nov.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2017, "Priors for the long run," Staff Reports, Federal Reserve Bank of New York, number 832, Nov.
- Bandi, F.M & Perron, B & Tamoni, Andrea & Tebaldi, C., 2018, "The scale of predictability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85646, Oct.
- David Haab & Thomas Nitschka, 2017, "Predicting returns on asset markets of a small, open economy and the influence of global risks," Working Papers, Swiss National Bank, number 2017-14.