Printed from https://ideas.repec.org/n/nep-for/2018-04-30.html
Report NEP-FOR-2018-04-30
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 & Kazeem Isah & Lateef O. Akanni, 2018, "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 054, Apr.
- Ching-Wai (Jeremy) Chiu & simon hayes & george kapetanios & Konstantinos Theodoridis, 2018, "A new approach for detecting shifts in forecast accuracy," Bank of England working papers, Bank of England, number 721, Apr.
- Martin Baumgaertner & Jens Klose, 2018, "Forecasting Exchange Rates with Commodity Prices - A Global Country Analysis," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201812.
- Stephen Wright & James Mitchell & Donald Robertson, 2018, "R2 bounds for predictive models: what univariate properties tell us about multivariate predictability," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1804, Apr.
- Li, Longqing, 2017, "A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk," MPRA Paper, University Library of Munich, Germany, number 85645, Feb.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201802, Apr, revised Apr 2018.
- Mari Tanaka & Nicholas Bloom & Maiko Koga & Haruko Kato, 2018, "Firm Performance and Macro Forecast Accuracy," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-9, Apr.