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Report NEP-FOR-2018-06-11
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:
- Joshua C.C. Chan & Liana Jacobi & Dan Zhu, 2018, "How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-25, May.
- PERRON, Pierre & YAMAMOTO, Yohei & 山本, 庸平, 2018, "Testing for Changes in Forecasting Performance," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2018-03, May.
- Reuben Ellul, 2018, "Forecasting unemployment rates in Malta: A labour market flows approach," CBM Working Papers, Central Bank of Malta, number WP/03/2018.
- Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series, CESifo, number 7023.
- Richard Gerlach & Chao Wang, 2018, "Semi-parametric Dynamic Asymmetric Laplace Models for Tail Risk Forecasting, Incorporating Realized Measures," Papers, arXiv.org, number 1805.08653, May.
- Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018, "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-26, May.
- Achim Zeileis & Christoph Leitner & Kurt Hornik, 2018, "Probabilistic forecasts for the 2018 FIFA World Cup based on the bookmaker consensus model," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-09, May.
- Alexey Vasilenko, 2018, "Systemic Risk and Financial Fragility in the Chinese Economy: A Dynamic Factor Model Approach," Bank of Russia Working Paper Series, Bank of Russia, number wps30, Mar.