Report NEP-FOR-2014-11-07

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:

• Todd E. Clark & Michael W. McCracken, 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers (Old Series) 1413, Federal Reserve Bank of Cleveland.
• Michael P. Clements, 2014. "Real-Time Factor Model Forecasting and the Effects of Instability," ICMA Centre Discussion Papers in Finance icma-dp2014-05, Henley Business School, University of Reading.
• Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports 695, Federal Reserve Bank of New York.
• Johannes Mayr & Dirk Ulbricht, 2014. "Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected," Discussion Papers of DIW Berlin 1412, DIW Berlin, German Institute for Economic Research.
• Dimitrios Papastamos & George Matysiak & Simon Stevenson, 2014. "A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts," Real Estate & Planning Working Papers rep-wp2014-06, Henley Business School, University of Reading.
• Contino, Christian & Gerlach, Richard, 2014. "Bayesian Tail Risk Forecasting using Realised GARCH," Working Papers 2014-05, University of Sydney Business School, Discipline of Business Analytics.
• Giacomo Sbrana & Andrea Silvestrini, 2014. "Random switching exponential smoothing and inventory forecasting," Temi di discussione (Economic working papers) 971, Bank of Italy, Economic Research and International Relations Area.
• Peussa, Aleksandr, 2014. "Forecast Models for Private Consumption," ETLA Reports 34, The Research Institute of the Finnish Economy.
• Aleksejs Melihovs, 2014. "Forecasting Natural Population Change: the Case of Latvia," Discussion Papers 2014/03, Latvijas Banka.