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Report NEP-FOR-2018-09-10
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:
- Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2018, "Selection of calibration windows for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/06, Aug.
- Dolatabadi, Sepideh & Kumar Narayan, Paresh & Orregaard Nielsen, Morten & Xu, Ke, 2017, "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274663, Jan, DOI: 10.22004/ag.econ.274663.
- Ekong, Christopher N. & Onye, Kenneth U., 2017, "Application of Garch Models to Estimate and Predict Financial Volatility of Daily Stock Returns in Nigeria," MPRA Paper, University Library of Munich, Germany, number 88309.
- Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017, "Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks," MPRA Paper, University Library of Munich, Germany, number 88754, Dec, revised Feb 2018.
- Kevin Moran & Simplice Aimé Nono & Imad Rherrad, 2018, "Forecasting with Many Predictors: How Useful are National and International Confidence Data?," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1814.
- Djogbenou, Antoine A., 2017, "Model Selection in Factor-Augmented Regressions with Estimated Factors," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274717, Oct, DOI: 10.22004/ag.econ.274717.
- Chevillon, Guillaume, 2017, "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1710, Jul.