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Report NEP-FOR-2018-04-09
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:
- Roberto Duncan & Enrique Martínez García, 2018, "New Perspectives on Forecasting Inflation in Emerging Market Economies: An Empirical Assessment," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 338, Jan, DOI: 10.24149/gwp338.
- Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201823, Mar.
- Gonçalo Faria & Fabio Verona, 2017, "Forecasting stock market returns by summing the frequency-decomposed parts," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1702, Nov.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2018, "Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments," Post-Print, HAL, number hal-01712305, DOI: 10.1016/j.jedc.2018.01.018.
- Tzai-Shuen Chen, 2018, "Evaluating Conditional Cash Transfer Policies with Machine Learning Methods," Papers, arXiv.org, number 1803.06401, Mar.
- Justin Sirignano & Rama Cont, 2018, "Universal features of price formation in financial markets: perspectives from Deep Learning," Papers, arXiv.org, number 1803.06917, Mar.
- Luca Brugnolini, 2018, "Forecasting Deflation Probability in the EA: A Combinatoric Approach," CBM Working Papers, Central Bank of Malta, number WP/01/2018.
- Leopoldo Catania & Stefano Grassi & Francesco Ravazzolo, 2018, "Forecasting Cryptocurrencies Financial Time Series," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 5/2018, Mar.
- Luisa Bisaglia & Margherita Gerolimetto, , "Estimation and forecasting in INAR(p) models using sieve bootstrap," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:06.
- Leo Krippner & Michelle Lewis, 2018, "Real-time forecasting with macro-finance models in the presence of a zero lower bound," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2018/04, Mar.
- Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles & Sevvandi Kandanaarachchi & Mario A Munoz, 2018, "Anomaly detection in streaming nonstationary temporal data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/18.