Report NEP-FOR-2016-07-23
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:
- Marco Fioramanti, ISTAT & Laura González Cabanillas & Bjorn Roelstraete & Salvador Adrian Ferrandis Vallterra, 2016. "European Commission's Forecasts Accuracy Revisited: Statistical Properties and Possible Causes of Forecast Errors," European Economy - Discussion Papers 027, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Patrick C. Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," FRB Atlanta Working Paper 2016-7, Federal Reserve Bank of Atlanta.
- Carlos Diaz Vela, 2016. "Extracting the Information Shocks from the Bank of England Inflation Density Forecasts," Discussion Papers in Economics 16/13, Division of Economics, School of Business, University of Leicester.
- Rossi, Barbara & Sekhposyan, Tatevik, 2016. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers 11391, C.E.P.R. Discussion Papers.
- Rossi, Barbara & Carrasco, Marine, 2016. "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers 11388, C.E.P.R. Discussion Papers.
- T. O. Benli, 2016. "A Comparison of Nineteen Various Electricity Consumption Forecasting Approaches and Practicing to Five Different Households in Turkey," Papers 1607.05660, arXiv.org.
- Gunes Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09, School of Economics, The University of New South Wales.
- Marc S. PAOLELLA & Pawel POLAK, 2015. "Portfolio Selection with Active Risk Monitoring," Swiss Finance Institute Research Paper Series 15-17, Swiss Finance Institute.