Report NEP-FOR-2017-12-18
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:
- Thorsten Simon & Peter Fabsic & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2017. "Probabilistic forecasting of thunderstorms in the Eastern Alps," Working Papers 2017-25, Faculty of Economics and Statistics, Universität Innsbruck.
- Cukierman, Alex & Lustenberger, Thomas, 2017. "International evidence on professional interest rates forecasts: The impact of forecasting ability," CEPR Discussion Papers 12489, C.E.P.R. Discussion Papers.
- Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2017. "Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood," Working Papers 2017-23, Faculty of Economics and Statistics, Universität Innsbruck.
- Daniel Kosiorowski & Dominik Mielczarek & Jerzy. P. Rydlewski, 2017. "Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for Day and Night Air Pollution in Silesia Region: A Critical Overview," Papers 1712.03797, arXiv.org.
- Bucci, Andrea, 2017. "Forecasting realized volatility: a review," MPRA Paper 83232, University Library of Munich, Germany.
- Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017. "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers 20781, University of Essex, Essex Business School.
- Pandow, Bilal, 2017. "Persistent Performance of Fund Managers: An analysis of selection and timing skills," MPRA Paper 82975, University Library of Munich, Germany.