Report NEP-FOR-2018-12-17This 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.
The following items were announced in this report:
- Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2018. "Time-Varying Risk Aversion and Realized Gold Volatility," Working Papers 201881, University of Pretoria, Department of Economics.
- Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018. "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Center for Economic Research (RECent) 138, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Nava, Noemi & Di Matteo, Tiziana & Aste, Tomaso, 2018. "Financial time series forecasting using empirical mode decomposition and support vector regression," LSE Research Online Documents on Economics 91028, London School of Economics and Political Science, LSE Library.
- Kevin J. Lansing & Stephen F. LeRoy & Jun Ma, 2018. "Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?," Working Paper Series 2018-14, Federal Reserve Bank of San Francisco, revised 03 Dec 2018.
- David Turner & Thomas Chalaux & Hermes Morgavi, 2018. "Fan charts around GDP projections based on probit models of downturn risk," OECD Economics Department Working Papers 1521, OECD Publishing.
- J. Cerda-Hern'andez & A. Sikov, 2018. "Lee-Carter method for forecasting mortality for Peruvian Population," Papers 1811.09622, arXiv.org.
- Jaime Martinez-Martin & Elena Rusticelli, 2018. "Keeping track of global trade in real time," OECD Economics Department Working Papers 1524, OECD Publishing.