Report NEP-FOR-2015-10-10

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:

• Pu Wang & Bidong Liu & Tao Hong, 2015. "Electric load forecasting with recency effect: A big data approach," HSC Research Reports HSC/15/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
• Lucas, André & Zhang, Xin, 2015. "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series 309, Sveriges Riksbank (Central Bank of Sweden).
• Tatiana Cesaroni & Stefano Iezzi, 2015. "The predictive content of business survey indicators: evidence from SIGE," Temi di discussione (Economic working papers) 1031, Bank of Italy, Economic Research and International Relations Area.
• Grothe, Magdalena & Meyler, Aidan, 2015. "Inflation forecasts: Are market-based and survey-based measures informative?," MPRA Paper 66982, University Library of Munich, Germany.
• Sylvain Barde, 2015. "A fast algorithm for finding the confidence set of large collections of models," Studies in Economics 1519, School of Economics, University of Kent.
• Serdar Nesl?Hano?Lu, 2015. "Time-varying Multivariate Extension of the Linear Market Model for Developed and Emerging Markets," Proceedings of International Academic Conferences 2805282, International Institute of Social and Economic Sciences.
• De Bruyckere, Valerie, 2015. "Systemic risk rankings and network centrality in the European banking sector," Working Paper Series 1848, European Central Bank.
• M. Bussière & L. Ferrara & J. Milovich, 2015. "Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty," Working papers 571, Banque de France.