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Report NEP-FOR-2018-12-17
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:
- Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2018, "Time-Varying Risk Aversion and Realized Gold Volatility," Working Papers, University of Pretoria, Department of Economics, number 201881, Dec.
- Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018, "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 138, Nov.
- 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, London School of Economics and Political Science, LSE Library, number 91028, Feb.
- Kevin J. Lansing & Stephen F. LeRoy & Jun Ma, 2022, "Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2018-14, Jan, DOI: 10.24148/wp2018-14.
- David Turner & Thomas Chalaux & Hermes Morgavi, 2018, "Fan charts around GDP projections based on probit models of downturn risk," OECD Economics Department Working Papers, OECD Publishing, number 1521, Dec, DOI: 10.1787/d7c20354-en.
- J. Cerda-Hern'andez & A. Sikov, 2018, "Lee-Carter method for forecasting mortality for Peruvian Population," Papers, arXiv.org, number 1811.09622, Nov.
- Jaime Martinez-Martin & Elena Rusticelli, 2018, "Keeping track of global trade in real time," OECD Economics Department Working Papers, OECD Publishing, number 1524, Dec, DOI: 10.1787/6c911f57-en.