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Report NEP-FOR-2018-03-12
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:
- Afees A. Salisu & Umar B. Ndako & Idris Adediran, 2018, "Forecasting GDP of OPEC: The role of oil price," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 044, Feb.
- Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116R, Oct, revised Feb 2018.
- Afees A. Salisu & Lateef O. Akanni & Ahamuefula Ephraim Ogbonna, 2018, "Forecasting CO2 emissions: Does the choice of estimator matter?," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 045, Feb.
- Yuzhi Cai & Guodong Li, 2018, "A novel approach to modelling the distribution of financial returns," Working Papers, Swansea University, School of Management, number 2018-22, Feb.
- Timmermann, Allan, 2018, "Forecasting Methods in Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12692, Feb.
- Yuzhi Cai & Julian Stander, 2018, "The threshold GARCH model: estimation and density forecasting for financial returns," Working Papers, Swansea University, School of Management, number 2018-23, Feb.
- Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018, "Forecasting Inflation Uncertainty in the G7 Countries," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7118, Mar.
- Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018, "Risk Everywhere: Modeling and Managing Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12687, Feb.