Printed from https://ideas.repec.org/n/nep-for/2016-11-13.html
Report NEP-FOR-2016-11-13
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:
- Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016. "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers 201680, University of Pretoria, Department of Economics.
- Marina Emiris, 2016. "A dynamic factor model for forecasting house prices in Belgium," Working Paper Research 313, National Bank of Belgium.
- Fritz Breuss, 2016. "Would DSGE Models have Predicted the Great Recession in Austria?," WIFO Working Papers 530, WIFO.
- Gonçalo Faria & Fabio Verona, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Working Papers de Economia (Economics Working Papers) 05, Católica Porto Business School, Universidade Católica Portuguesa.
- Martin, Ian & Wagner, Christian, 2016. "What is the Expected Return on a Stock?," CEPR Discussion Papers 11608, C.E.P.R. Discussion Papers.
- Markus Dabernig & Georg J. Mayr & Jakob W. Messner & Achim Zeileis, 2016. "Simultaneous Ensemble Post-Processing for Multiple Lead Times with Standardized Anomalies," Working Papers 2016-31, Faculty of Economics and Statistics, Universität Innsbruck.