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Report NEP-FOR-2018-07-16
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:
- Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Post-Print, HAL, number halshs-01442618, Jan.
- Libero Monteforte & Valentina Raponi, 2018, "Short term forecasts of economic activity: are fortnightly factors useful?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1177, Jun.
- Nariyasu YAMAZAWA, 2018, "Analyzing Business Conditions by Quantitative Text Analysis–Time Series Analysis Using Appearance Rate and Principal Component," ESRI Discussion paper series, Economic and Social Research Institute (ESRI), number 345, Mar.
- Ellis W. Tallman & Saeed Zaman, 2018, "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1809, Jun, DOI: 10.26509/frbc-wp-201809.
- Ba M. Chu & Kim Huynh & David T. Jacho-Chávez & Oleksiy Kryvtsov, 2018, "On the Evolution of the United Kingdom Price Distributions," Staff Working Papers, Bank of Canada, number 18-25, DOI: 10.34989/swp-2018-25.
- Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018, "Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-32, Jun.
- Stéphanie Combes & Catherine Doz, 2018, "Forecasting French GDP with Dynamic Factor Models : a pseudo-real time experiment using Factor-augmented Error Correction Models," PSE Working Papers, HAL, number halshs-01819516, Jun.
- Thomas Walther & Tony Klein, 2018, "Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting," Working Papers on Finance, University of St. Gallen, School of Finance, number 1815, Jun.
- Daniel Baquero & Manuel Gonzalez-Astudillo, 2018, "A Nowcasting Model for the Growth Rate of Real GDP of Ecuador : Implementing a Time-Varying Intercept," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-044, Jul, DOI: 10.17016/FEDS.2018.044.
- Christian Grimme & Robert Lehmann & Marvin Noeller, 2018, "Forecasting Imports with Information from Abroad," CESifo Working Paper Series, CESifo, number 7079.