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Report NEP-FOR-2019-01-14
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:
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017, "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers, Federal Reserve Bank of Cleveland, number 17-15R, Sep, DOI: 10.26509/frbc-wp-201715r.
- Julius Stakenas, 2018, "Slicing up inflation: analysis and forecasting of Lithuanian inflation components," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 56, Dec.
- Hauzenberger, Niko & Huber, Florian, 2018, "Model instability in predictive exchange rate regressions," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 276, Dec.
- S. Yanki Kalfa & Jaime Marquez, 2018, "Forecasting FOMC Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2018-007, Nov.
- Micha{l} Narajewski & Florian Ziel, 2018, "Econometric modelling and forecasting of intraday electricity prices," Papers, arXiv.org, number 1812.09081, Dec, revised Sep 2019.
- Marcelo Sardelich & Suresh Manandhar, 2018, "Multimodal deep learning for short-term stock volatility prediction," Papers, arXiv.org, number 1812.10479, Dec.
- Item repec:rim:rimwps:19-01 is not listed on IDEAS anymore
- Haibin Xie & Shouyang Wang, 2019, "Timing the market: the economic value of price extremes," Papers, arXiv.org, number 1901.01832, Jan.
- Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2018, "Forecasting the production side of GDP," Working Papers, Swiss National Bank, number 2018-16.
- Holmberg, Pär & Tangerås, Thomas & Ahlqvist, Victor, 2018, "Central- versus Self-Dispatch in Electricity Markets," Working Paper Series, Research Institute of Industrial Economics, number 1257, Dec, revised 27 Mar 2019.