Printed from https://ideas.repec.org/n/nep-for/2018-03-26.html
Report NEP-FOR-2018-03-26
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:
- Sabaj, Ernil & Kahveci, Mustafa, 2018, "Forecasting tax revenues in an emerging economy: The case of Albania," MPRA Paper, University Library of Munich, Germany, number 84404, Feb.
- Sophie Béreau & Faubert Violaine & Katia Schmidt, 2018, "Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors," Working papers, Banque de France, number 663.
- Ganbold, Batzorig & Akram, Iqra & Fahrozi Lubis, Raisal, 2017, "Exchange rate volatility: A forecasting approach of using the ARCH family along with ARIMA SARIMA and semi-structural-SVAR in Turkey," MPRA Paper, University Library of Munich, Germany, number 84447, revised 2017.
- Nicholas Mulligan & Daan Steenkamp, 2018, "Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2018/03, Mar.
- Nadia Boussaha & Faycal Hamdi & Saïd Souam, 2018, "Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-14.
- Iryna Kaminska & Matt Roberts-Sklar, 2017, "Volatility in equity markets and monetary policy rate uncertainty," Bank of England working papers, Bank of England, number 700, Dec.
- Lise Pichette & Marie-Noëlle Robitaille & Mohanad Salameh & Pierre St-Amant, 2018, "Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation," Staff Working Papers, Bank of Canada, number 18-10, DOI: 10.34989/swp-2018-10.
- Nguyen, Duc Khuong & Walther, Thomas, 2017, "Modeling and forecasting commodity market volatility with long-term economic and financial variables," MPRA Paper, University Library of Munich, Germany, number 84464, May, revised Jan 2018.