Report NEP-FOR-2018-08-27

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:

• Puwasala Gamakumara & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman, 2018. "Probabilisitic forecasts in hierarchical time series," Monash Econometrics and Business Statistics Working Papers 11/18, Monash University, Department of Econometrics and Business Statistics.
• Ian Borg & Germano Ruisi, 2018. "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers WP/04/2018, Central Bank of Malta.
• Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018. "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," Working Paper Series 44, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Costantini, Mauro & Kunst, Robert M., 2018. "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series 341, Institute for Advanced Studies.
• Maxime Phillot & Dr. Rina Rosenblatt-Wisch, 2018. "Inflation Expectations: The Effect of Question Ordering on Forecast Inconsistencies," Working Papers 2018-11, Swiss National Bank.
• Nicolas Chanut & Mario Marcel & Carlos Medel, 2018. "Can Economic Perception Surveys Improve Macroeconomic Forecasting in Chile?," Working Papers Central Bank of Chile 824, Central Bank of Chile.
• Steven F. Lehrer & Tian Xie, 2018. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," NBER Working Papers 24755, National Bureau of Economic Research, Inc.