Printed from https://ideas.repec.org/n/nep-for/2021-11-08.html
Report NEP-FOR-2021-11-08
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:
- Philip Beran & Arne Vogler, 2021, "Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 2102, Oct, revised Oct 2021.
- Juan C. Méndez-Vizcaíno & Alexander Guarin & César Anzola-Bravo & Anderson Grajales-Olarte, 2021, "Characterizing and Communicating the Balance of Risks of Macroeconomic Forecasts: A Predictive Density Approach for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1178, Oct, DOI: 10.32468/be.1178.
- Yayi Yan & Jiti Gao & Bin Peng, 2021, "On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/21.
- Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," Working Papers, FEDEA, number 2021-14, Nov.