Report NEP-FOR-2014-12-24

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:

• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 26/2014, Stellenbosch University, Department of Economics.
• Wagner Piazza Gaglianone & João Victor Issler, 2014. "Microfounded Forecasting," Working Papers Series 372, Central Bank of Brazil, Research Department.
• Rossi, Barbara & Inoue, Atsushi & Jin, Lu, 2014. "Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," CEPR Discussion Papers 10168, C.E.P.R. Discussion Papers.
• Gustavo Fruet Dias & Fotis Papailias, 2014. "Forecasting Long Memory Series Subject to Structural Change: A Two-Stage Approach," CREATES Research Papers 2014-55, Department of Economics and Business Economics, Aarhus University.
• James Reade, 2014. "Information and Predictability: Bookmakers, Prediction Markets and Tipsters as Forecasters," Economics Discussion Papers em-dp2014-05, Department of Economics, University of Reading.
• Giacomini, Raffaella, 2014. "Economic theory and forecasting: lessons from the literature," CEPR Discussion Papers 10201, C.E.P.R. Discussion Papers.
• Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 853, Banco de la Republica de Colombia.
• Konstantin Kholodilin, 2014. "Business confidence and forecasting of housing prices and rents in large German cities," ERSA conference papers ersa14p9, European Regional Science Association.
• Giovannelli, Alessandro & Proietti, Tommaso, 2014. "On the Selection of Common Factors for Macroeconomic Forecasting," MPRA Paper 60673, University Library of Munich, Germany.
• Mehtap Kilic & Elisa Trujillo-Baute, 2014. "The stabilizing effect of hydro reservoir levels on intraday power prices under wind forecast errors," Working Papers 2014/30, Institut d'Economia de Barcelona (IEB).
• Vasilios Plakandaras & Theophilos Papadimitriou & Periklis Gogas & Konstantinos Diamantaras, 2014. "Market Sentiment and Exchange Rate Directional Forecasting," Working Paper series 37_14, Rimini Centre for Economic Analysis.
• Ghysels, Eric & Andreou, Elena, 2014. "Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got To Do With It?," CEPR Discussion Papers 10236, C.E.P.R. Discussion Papers.
• Asgharian, Hossein & Sikström, Sverker, 2014. "Predicting Stock Price Volatility by Analyzing Semantic Content in Media," Working Papers 2014:38, Lund University, Department of Economics.