Report NEP-FOR-2014-12-19

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:

• Julia Polak & Maxwell L. King & Xibin Zhang, 2014. "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers 21/14, Monash University, Department of Econometrics and Business Statistics.
• Fantazziini, Dean, 2014. "Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data," MPRA Paper 59696, University Library of Munich, Germany.
• Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2014. "The role of education in equity portfolios during the recent financial crisis," Working Papers 2014_17, Business School - Economics, University of Glasgow.
• Dutta, Goutam & Pachisia, Divya, 2014. "Forecast Accuracy Along Booking Profile in the National Railways of an Emerging Asian Economy: Comparison of Different Techniques," IIMA Working Papers WP2014-10-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
• Mehta, Anirudh & Kanishka, Kunal, 2014. "Modeling and Forecasting Volatility – How Reliable are modern day approaches?," MPRA Paper 59788, University Library of Munich, Germany.
• Anna Orlik & Laura Veldkamp, 2014. "Understanding Uncertainty Shocks and the Role of Black Swans," NBER Working Papers 20445, National Bureau of Economic Research, Inc.
• Pena-Levano, Luis M. & Ramirez, Octavio A., 2014. "Efficiency Gains In Cotton Price Forecasting Using Different Levels Of Data Aggregation," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169814, Agricultural and Applied Economics Association.
• Ambach, Daniel & Croonenbroeck, Carsten, 2014. "Obtaining superior wind power predictions from a periodic and heteroscedastic Wind Power Prediction Tool," Discussion Papers 361, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
• Florian Huber & Tamas Krisztin & Philipp Piribauer, 2014. "Forecasting Global Equity Indices using Large Bayesian VARs," Department of Economics Working Papers wuwp184, Vienna University of Economics and Business, Department of Economics.
• C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.
• Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2014. "Growth Expectations, Dividend Yields, and Future Stock Returns," NBER Working Papers 20651, National Bureau of Economic Research, Inc.