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.

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 HSC/18/06, Hugo Steinhaus Center, Wroclaw University of Technology.
• 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 274663, Queen's University - Department of Economics.
• 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 88309, University Library of Munich, Germany.
• 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 88754, University Library of Munich, Germany, 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 1814, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
• Djogbenou, Antoine A., 2017. "Model Selection in Factor-Augmented Regressions with Estimated Factors," Queen's Economics Department Working Papers 274717, Queen's University - Department of Economics.
• Chevillon, Guillaume, 2017. "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers WP1710, ESSEC Research Center, ESSEC Business School.