Report NEP-FOR-2015-12-01

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:

• Yeboah Asuamah, Samuel, 2015. "An econometric investigation of forecasting liquefied petroleum gas in Ghana," MPRA Paper 67834, University Library of Munich, Germany.
• Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
• Kapetanious, George & Price, Simon & Theodoridis, Konstantinos, 2015. "A new approach to multi-step forecasting using dynamic stochastic general equilibrium models," Bank of England working papers 567, Bank of England.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George, 2015. "Forecasting Tourist Arrivals Using Origin Country Macroeconomics," MPRA Paper 68062, University Library of Munich, Germany.
• Tamás Ilyés & Lóránt Varga, 2015. "A General Equilibrium Approach of Retail Payments," MNB Working Papers 2015/3, Magyar Nemzeti Bank (Central Bank of Hungary).
• Askitas, Nikos, 2015. "Predicting Road Conditions with Internet Search," IZA Discussion Papers 9503, Institute of Labor Economics (IZA).
• Hotta, Luiz & Trucíos, Carlos, 2015. "Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk," DES - Working Papers. Statistics and Econometrics. WS ws1523, Universidad Carlos III de Madrid. Departamento de Estadística.