Printed from https://ideas.repec.org/n/nep-for/2018-04-02.html
Report NEP-FOR-2018-04-02
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:
- Paolo Gorgi & Siem Jan (S.J.) Koopman & Mengheng Li, 2018, "Forecasting economic time series using score-driven dynamic models with mixed-data sampling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-026/III, Mar.
- Marta Banbura & Andries van Vlodrop, 2018, "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-025/IV, Mar.
- Julien Prat & Benjamin Walter, 2018, "An Equilibrium Model of the Market for Bitcoin Mining," CESifo Working Paper Series, CESifo, number 6865.
- Item repec:imf:imfwpa:18/48 is not listed on IDEAS anymore
- Tobias Neumann, 2018, "Mortgages: estimating default correlation and forecasting default risk," Bank of England working papers, Bank of England, number 708, Feb.
- Luis Uzeda, 2018, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers, Bank of Canada, number 18-14, DOI: 10.34989/swp-2018-14.
- Item repec:imf:imfwpa:18/39 is not listed on IDEAS anymore