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Report NEP-FOR-2018-11-05
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:
- Kim, Hyeongwoo & Ko, Kyunghwan, 2018, "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," MPRA Paper, University Library of Munich, Germany, number 89449, Oct.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2018, "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2018-06, Oct.
- Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018, "Uncertain kingdom: nowcasting GDP and its revisions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90382, Aug.
- Hyeongwoo Kim & Wen Shi, 2018, "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2018-07, Oct.
- Pincheira, Pablo & Hardy, Nicolas, 2018, "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper, University Library of Munich, Germany, number 89423, Oct.
- Peru Muniain & Florian Ziel, 2018, "Probabilistic Forecasting in Day-Ahead Electricity Markets: Simulating Peak and Off-Peak Prices," Papers, arXiv.org, number 1810.08418, Oct, revised Dec 2019.