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Report NEP-FOR-2018-08-13
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:
- Stephen McKnight & Alexander Mihailov & Fabio Rumler, 2018, "NKPC-Based Inflation Forecasts with a Time-Varying Trend," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2018-05, Jul.
- Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018, "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13034, Jul.
- Antoine Mandel & Amir Sani, 2017, "A Machine Learning Approach to the Forecast Combination Puzzle," Working Papers, HAL, number halshs-01317974, Apr.
- Item repec:cui:wpaper:0061 is not listed on IDEAS anymore
- Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2018, "The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201842, Jul.
- Pier Francesco Procacci & Tomaso Aste, 2018, "Forecasting market states," Papers, arXiv.org, number 1807.05836, Jul, revised May 2019.
- Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2018, "Real-Time Forecast Combinations for the Oil Price," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-38, Aug.
- Demary, Markus, 2018, "IW Financial Expert Survey: Third Quarter 2018," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 29/2018.
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018, "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 062, Jul.
- Severine Arnold (-Gaille) & Anca Jijiie & Eric Jondeau & Michael Rockinger, 2017, "Periodic or Generational Actuarial Tables: Which One to Choose?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-71, Dec.
- Michael T. Belongia & Peter N. Ireland, 2018, "Monetary Policy Lessons from the Greenbook," Boston College Working Papers in Economics, Boston College Department of Economics, number 955, Jul.
- Raghavan, Mala & Athanasopoulos, George, 2018, "Analysis of shock transmissions to a small open emerging economy using a SVARMA model," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-02.