Report NEP-FOR-2015-03-05

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:

• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 201510, University of Pretoria, Department of Economics.
• Berg, Tim Oliver, 2015. "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper 62405, University Library of Munich, Germany.
• Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015. "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers 201511, University of Pretoria, Department of Economics.
• Plambeck, Erica & Bayati, Mohsen & Ang, Erjie & Kwasnick, Sara & Aratow, Mike, 2014. "Forecasting Emergency Department Wait Times," Research Papers 3187, Stanford University, Graduate School of Business.
• Maheu, John M & Yang, Qiao, 2015. "An Infinite Hidden Markov Model for Short-term Interest Rates," MPRA Paper 62408, University Library of Munich, Germany.
• Conrad, Christian & Loch, Karin, 2015. "The Variance Risk Premium and Fundamental Uncertainty," Working Papers 0583, University of Heidelberg, Department of Economics.
• Kasznik, Ron & Kremer, Ilan, 2014. "The Strategic Timing of Management Earnings Forecasts around Scheduled Releases of Macroeconomic News," Research Papers 3046, Stanford University, Graduate School of Business.