Report NEP-FOR-2017-10-01
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-FOR
The following items were announced in this report:
- Sebastian J. Dietz & Philipp Kneringer & Georg J. Mayr & Achim Zeileis, 2017. "Forecasting Low-Visibility Procedure States with Tree-Based Statistical Methods," Working Papers 2017-22, Faculty of Economics and Statistics, Universität Innsbruck.
- Cobb, Marcus P A, 2017. "Forecasting Economic Aggregates Using Dynamic Component Grouping," MPRA Paper 81585, University Library of Munich, Germany.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017. "Effects of Eliciting Long-run Price Forecasts on Market Dynamics in Asset Market Experiments," GREDEG Working Papers 2017-26, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland.
- Niematallah Elamin & Mototsugu Fukushige, 2017. "Modeling and Forecasting Hourly Electricity Demand by SARIMAX with Interactions," Discussion Papers in Economics and Business 17-28, Osaka University, Graduate School of Economics.
- Philipp Kneringer & Sebastian J. Dietz & Georg J. Mayr & Achim Zeileis, 2017. "Probabilistic Nowcasting of Low-Visibility Procedure States at Vienna International Airport During Cold Season," Working Papers 2017-21, Faculty of Economics and Statistics, Universität Innsbruck.
- Frantisek Cech & Jozef Barunik, 2017. "Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns," Working Papers IES 2017/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2017.