Report NEP-FOR-2016-03-10

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:

• Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016. "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers 201612, University of Pretoria, Department of Economics.
• BOUSALAM, Issam & HAMZAOUI, Moustapha & ZOUHAYR, Otman, 2016. "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," MPRA Paper 69636, University Library of Munich, Germany.
• BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2016. "A dynamic component model for forecasting high-dimensional realized covariance matrices," LIDAM Discussion Papers CORE 2016001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Paul Hubert, 2015. "The effect of interest rate and communication shocks on private inflation expectations," Working papers wpaper122, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
• Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2016. "Non-homogeneous boosting for predictor selection in ensemble post-processing," Working Papers 2016-04, Faculty of Economics and Statistics, Universität Innsbruck.
• Jakub Nowotarski & Rafal Weron, 2016. "To combine or not to combine? Recent trends in electricity price forecasting," HSC Research Reports HSC/16/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Cédric Join & Michel Fliess & Cyril Voyant & Frédéric Chaxel, 2016. "Solar energy production: Short-term forecasting and risk management," Post-Print hal-01272152, HAL.
• Marie Bessec, 2015. "Revisiting the transitional dynamics of business-cycle phases with mixed frequency data," Post-Print hal-01276824, HAL.
• Nikos Askitas, 2016. "Predicting Road Conditions with Internet Search," RatSWD Working Papers 252, German Data Forum (RatSWD).
• Soojin Jo & Rodrigo Sekkel, 2016. "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Staff Working Papers 16-5, Bank of Canada.
• Dufays, A. & Rombouts, V., 2015. "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE 2015032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Minh Ha-Duong & Franck Nadaud & Martin Jegard, 2016. "Two historical changes in the narrative of energy forecasts," Working Papers hal-01275593, HAL.
• Benoît Sévi, 2014. "Forecasting the volatility of crude oil futures using intraday data," Working Papers 2014-53, Department of Research, Ipag Business School.
• Hassane Abouaïssa & Michel Fliess & Cédric Join, 2016. "On short-term traffic flow forecasting and its reliability," Post-Print hal-01275311, HAL.