Report NEP-FOR-2018-04-16

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018, "Does the choice of estimator matter for forecasting? A revisit," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 053, Apr.
• Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018, "DSGE forecasts of the lost recovery," Staff Reports, Federal Reserve Bank of New York, number 844, Mar.
• McAdam, Peter & Warne, Anders, 2018, "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series, European Central Bank, number 2140, Apr.
• Trucíos Maza, Carlos César & Hotta, Luiz Koodi & Pereira, Pedro L. Valls, 2018, "On the robustness of the principal volatility components," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 474, Mar.
• Alessandro Casini, 2018, "Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework," Papers, arXiv.org, number 1803.10883, Mar, revised Dec 2018.
• Michel Fliess & Cédric Join & Cyril Voyant, 2018, "Prediction bands for solar energy: New short-term time series forecasting techniques," Post-Print, HAL, number hal-01736518, May, DOI: 10.1016/j.solener.2018.03.049.
• Afees A. Salisu & Lateef O. Akanni & Rasheed O. Azeez, 2018, "Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 051, Mar.
• Pleskachev, Yury (Плескачев, Юрий) & Ponomarev, Yury (Пономарев, Юрий), 2018, "Forecasting the Real Index of Gross Domestic Product Using Dynamic Factor Models
  [Прогнозирование Реального Индекса Валового Внутреннего Продукта С Использованием Динамических Факторных Моделей]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 031808, Mar.

Report NEP-FOR-2018-04-16

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: