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Report NEP-FOR-2019-01-14
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:
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 17-15R, Federal Reserve Bank of Cleveland.
- Julius Stakenas, 2018. "Slicing up inflation: analysis and forecasting of Lithuanian inflation components," Bank of Lithuania Working Paper Series 56, Bank of Lithuania.
- Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Paper Series 276, WU Vienna University of Economics and Business.
- S. Yanki Kalfa & Jaime Marquez, 2018. "Forecasting FOMC Forecasts," Working Papers 2018-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Micha{l} Narajewski & Florian Ziel, 2018. "Econometric modelling and forecasting of intraday electricity prices," Papers 1812.09081, arXiv.org, revised Sep 2019.
- Marcelo Sardelich & Suresh Manandhar, 2018. "Multimodal deep learning for short-term stock volatility prediction," Papers 1812.10479, arXiv.org.
- Gabriele Fiorentini & Enrique Sentana, 2019. "New testing approaches for mean-variance predictability," Working Paper series 19-01, Rimini Centre for Economic Analysis.
- Haibin Xie & Shouyang Wang, 2019. "Timing the market: the economic value of price extremes," Papers 1901.01832, arXiv.org.
- Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2018. "Forecasting the production side of GDP," Working Papers 2018-16, Swiss National Bank.
- Holmberg, Pär & Tangerås, Thomas & Ahlqvist, Victor, 2018. "Central- versus Self-Dispatch in Electricity Markets," Working Paper Series 1257, Research Institute of Industrial Economics, revised 27 Mar 2019.