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Report NEP-FOR-2019-04-01
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:
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2019, "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2019-02, Mar.
- Cheng, T. & Gao, J. & Linton, O., 2019, "Nonparametric Predictive Regressions for Stock Return Prediction," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1932, Mar.
- Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca, 2019, "Forecasting daily electricity prices with monthly macroeconomic variables," Working Paper Series, European Central Bank, number 2250, Mar.
- Matteo Mogliani, 2019, "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers, Banque de France, number 713.
- Asai, M. & Gupta, R. & McAleer, M.J., 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-16, Mar.
- Susan Athey & Mohsen Bayati & Guido Imbens & Zhaonan Qu, 2019, "Ensemble Methods for Causal Effects in Panel Data Settings," NBER Working Papers, National Bureau of Economic Research, Inc, number 25675, Mar.