17 documents matched the search for the 2019-11-04 issue of the NEP report on Forecasting (nep-for), currently edited by Rob J Hyndman.
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111
How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice,
Roxana Halbleib and Timo Dimitriadis,
from Verein für Socialpolitik / German Economic Association
(2019)
Keywords: Value at Risk, Expected Shortfall, Intrinsic Time, Subordinated Process, High-Frequency Data, Scaling Law
Predicting Monetary Policy Using Artificial Neural Networks,
Natascha Hinterlang,
from Verein für Socialpolitik / German Economic Association
(2019)
Forecasting Annual Inflation in Suriname,
Gavin Ooft, Sailesh Bhaghoe and Philip Hans Franses,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2019)
Keywords: Inflation, New Keynesian Phillips curve, Rational Expectations, MIDAS Regression, Forecasting
Testing Forecast Rationality for Measures of Central Tendency,
Timo Dimitriadis, Andrew Patton and Patrick W. Schmidt,
from arXiv.org
(2024)
Prediction regions for interval-valued time series,
Gloria Gonzalez-Rivera and Yun Luo,
from Universidad Carlos III de Madrid. Departamento de EstadÃstica
(2019)
Keywords: Bootstrap
Uncertainty in Long-Term Macroeconomic Forecasts: Ex post Evaluation of Forecasts by Economics Researchers,
Masayuki Morikawa,
from Research Institute of Economy, Trade and Industry (RIETI)
(2019)
Uncertainty in Long-Term Economic Forecasts (Japanese),
Masayuki Morikawa,
from Research Institute of Economy, Trade and Industry (RIETI)
(2019)
Behind the headline number: Why not to rely on Frey and Osborne’s predictions of potential job loss from automation,
Michael Coelli and Jeff Borland,
from Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
(2019)
Keywords: employment; technology; prediction; job loss; AI and robotics
Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model,
Kai Carstensen, Markus Heinrich, Magnus Reif and Maik Wolters,
from Friedrich-Schiller-University Jena
(2019)
Keywords: Markov-Switching Dynamic Factor Model, Great Recession, Turning Points, GDP Nowcasting, GDP Forecasting
Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models,
Domenico Delli Gatti and Jakob Grazzini,
from CESifo
(2019)
Keywords: agent-based models, estimation, forecasting
Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area,
Gergely Ganics and Florens Odendahl,
from Banque de France
(2019)
Keywords: : Survey of Professional Forecasters, Density forecasts, Entropic tilting, Soft conditioning.
High-Frequency Volatility Forecasting of US Housing Markets,
Mawuli Segnon, Rangan Gupta, Keagile Lesame and Mark Wohar,
from University of Pretoria, Department of Economics
(2019)
Keywords: US housing prices, GARCH processes, MSM processes, Model confidence set
Using the Entire Yield Curve in Forecasting Output and Inflation,
Tae Hwy Lee, Eric Hillebrand, Huiyu Huang and Canlin Li,
from University of California at Riverside, Department of Economics
(2018)
Keywords: Level, slope, and curvature of the yield curve; Nelson-Siegel factors; Supervised factor models; Combining forecasts; Principal components.
Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function,
Tae Hwy Lee and Yiyao Wang,
from University of California at Riverside, Department of Economics
(2018)
Keywords: Asymmetric least squares, Encompassing test, Estimating asymmetric quadratic loss function, Forecast averaging, Model averaging.
A Combined Random Effect and Fixed Effect Forecast for Panel Data Models,
Tae Hwy Lee, Bai Huang and Aman Ullah,
from University of California at Riverside, Department of Economics
(2018)
Keywords: Endogeneity, Panel Data, Fixed Effect, Random Effect, Hausman test, Combined Estimator, Combined Forecast.
Forecasting Using Supervised Factor Models,
Tae Hwy Lee and Yundong Tu,
from University of California at Riverside, Department of Economics
(2018)
Keywords: Combining forecasts; Principal components; Supervision matrix; Fixed point; Principal covariate regression; Partial least squares.
Prediction Regions for Interval-valued Time Series,
Gloria Gonzalez-Rivera, Yun Luo and Esther Ruiz,
from University of California at Riverside, Department of Economics
(2019)
Keywords: Bootstrap, Constrainted Regression, Coverage Rates, Logarithmic Transformation, QML estimation.
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