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Report NEP-FOR-2019-12-02
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:
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019, "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201978, Nov.
- Laurynas Narusevicius & Tomas Ramanauskas & Laura Gudauskaitė & Tomas Reichenbachas, 2019, "Lithuanian house price index: modelling and forecasting," Bank of Lithuania Occasional Paper Series, Bank of Lithuania, number 28, Nov.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019, "Forecasting with instabilities: an application to DSGE models with financial frictions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1234, Oct.
- Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay, 2019, "Modelling and forecasting wind drought," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 18219, Nov.
- K=osaku Takanashi & Kenichiro McAlinn, 2019, "Equivariant online predictions of non-stationary time series," Papers, arXiv.org, number 1911.08662, Nov, revised Jun 2023.
- Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2019, "Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?," Working Papers, University of Pretoria, Department of Economics, number 201980, Nov.
- Sergiu Hart & Dean P. Foster, 2019, "Forecast-Hedging and Calibration," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp731, Nov.
- Angela Capolongo & Claudia Pacella, 2019, "Forecasting inflation in the euro area: countries matter!," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1224, Jun.
- Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019, "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-21, Nov.
- Nyoni, Thabani, 2019, "Modeling and forecasting demand for electricity in Zimbabwe using the Box-Jenkins ARIMA technique," MPRA Paper, University Library of Munich, Germany, number 96903, Nov.