Report NEP-FOR-2017-02-19

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Michael P Clements & Ana Beatriz Galvao, 2017. "Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables," ICMA Centre Discussion Papers in Finance icma-dp2017-01, Henley Business School, University of Reading.
• Heinisch, Katja & Scheufele, Rolf, 2017. "Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence," IWH Discussion Papers 5/2017, Halle Institute for Economic Research (IWH).
• Knapik, Oskar & Exterkate, Peter, 2017. "A regime-switching stochastic volatility model for forecasting electricity prices," Working Papers 2017-02, University of Sydney, School of Economics.
• Bartosz Uniejewski & Rafal Weron & Florian Ziel, 2017. "Variance stabilizing transformations for electricity spot price forecasting," HSC Research Reports HSC/17/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Fatemeh Mokhtarzadeh & Luba Petersen, 2017. "Coordinating expectations through central bank projections," Discussion Papers dp17-03, Department of Economics, Simon Fraser University.