Report NEP-FOR-2015-07-04

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-FOR

The following items were announced in this report:

• Naser, Hanan & Alaali, Fatema, 2015. "Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach," MPRA Paper 65295, University Library of Munich, Germany, revised 25 Jun 2015.
• Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015. "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers 201548, University of Pretoria, Department of Economics.
• Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis, 2015. "Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis," MPRA Paper 65290, University Library of Munich, Germany.
• Sainan Jin & Valentina Corradi & Norman Swanson, 2015. "Robust Forecast Comparison," Departmental Working Papers 201502, Rutgers University, Department of Economics.
• Peter C. B. Phillips, 2015. "Pitfalls and Possibilities in Predictive Regression," Cowles Foundation Discussion Papers 2003, Cowles Foundation for Research in Economics, Yale University.
• Seitz, Franz & Baumann, Ursel & Albuquerque, Bruno, 2015. "The information content of money and credit for US activity," Working Paper Series 1803, European Central Bank.
• William A. Barnett & Soumya Suvra Bhadury & Taniya Ghosh, 2015. "A SVAR approach to evaluation of monetary policy in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2015-016, Indira Gandhi Institute of Development Research, Mumbai, India.
• Item repec:dau:papers:123456789/15246 is not listed on IDEAS anymore

• Item repec:dau:papers:123456789/15232 is not listed on IDEAS anymore

• Gabor Nagy & Gergo Barta & Tamas Henk, 2015. "Portfolio optimization using local linear regression ensembles in RapidMiner," Papers 1506.08690, arXiv.org.
• Item repec:cte:wsrepe:ws1514 is not listed on IDEAS anymore