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Report NEP-FOR-2018-03-05
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:
- Mahmut Gunay, 2018, "Forecasting Industrial Production and Inflation in Turkey with Factor Models," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1805.
- Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018, "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201809, Feb.
- Ricardo Crisostomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers, arXiv.org, number 1801.08007, Jan, revised May 2018.
- Frédérique BEC, 2017, "Why are inflation forecasts sticky?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2017-23.
- Item repec:rim:rimwps:18-03 is not listed on IDEAS anymore
- Martin Iglesias Caride & Aurelio F. Bariviera & Laura Lanzarini, 2018, "Stock returns forecast: an examination by means of Artificial Neural Networks," Papers, arXiv.org, number 1801.07960, Jan.