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Report NEP-FOR-2018-01-08
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:
- J. Eduardo Vera-Vald'es, 2017, "On Long Memory Origins and Forecast Horizons," Papers, arXiv.org, number 1712.08057, Dec.
- Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017, "Real-time forecast evaluation of DSGE models with stochastic volatility," CFS Working Paper Series, Center for Financial Studies (CFS), number 577.
- Graefe, Andreas & Armstrong, J. Scott & Jones, Randall J. & Cuzan, Alfred G., 2017, "Assessing the 2016 U.S. Presidential Election Popular Vote Forecasts," MPRA Paper, University Library of Munich, Germany, number 83282, Feb.
- Tommaso Proietti & Niels Haldrup & Oskar Knapik, 2017, "Spikes and Memory in (Nord Pool) Electricity Price Spot Prices," CEIS Research Paper, Tor Vergata University, CEIS, number 422, Dec, revised 18 Dec 2017.
- Schultefrankenfeld, Guido, 2017, "Appropriate monetary policy and forecast disagreement at the FOMC," Discussion Papers, Deutsche Bundesbank, number 39/2017.
- Maarten van Oordt, 2017, "Which Model to Forecast the Target Rate?," Staff Working Papers, Bank of Canada, number 17-60, DOI: 10.34989/swp-2017-60.
- Frédérique Bec & Raouf Boucekkine & Caroline Jardet, 2017, "Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany," Working Papers, HAL, number halshs-01630571, Nov.
- BREITUNG, Jörg & HAFNER, Christian, 2016, "A Simple Model for Now-Casting Volatility Series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016004, Oct.