Report NEP-FOR-2016-07-30

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Mahmut Gunay, 2016. "Forecasting Turkish GDP Growth : Bottom-Up vs Direct?," CBT Research Notes in Economics 1622, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Patrice Ollivaud & Pierre-Alain Pionnier & Elena Rusticelli & Cyrille Schwellnus & Seung-Hee Koh, 2016. "Forecasting GDP during and after the Great Recession: A contest between small-scale bridge and large-scale dynamic factor models," OECD Economics Department Working Papers 1313, OECD Publishing.
• Ozan Eksi & Cuneyt Orman & Bedri Kamil Onur Tas, 2015. "Has the Forecasting Performance of the Federal Reserve�s Greenbooks Changed over Time?," Working Papers 1532, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Bahar Sen Dogan & Murat Midilic, 2016. "Forecasting Turkish Real GDP Growth in a Data Rich Environment," Working Papers 1611, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Mahmut Gunay, 2016. "Forecasting Turkish GDP Growth with Financial Variables and Confidence Indicators," CBT Research Notes in Economics 1614, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016. "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports HSC/16/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Eric Jondeau & Michael Rockinger, 2016. "Forecasting Financial Returns with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series 16-13, Swiss Finance Institute.
• Marcus Noland, 2016. "Converging on the Medal Stand: Rio 2016 Olympic Forecasts," Policy Briefs PB16-9, Peterson Institute for International Economics.
• Diego ARDILA & Dorsa SANADGOL & Peter CAUWELS & Didier SORNETTE, 2014. "Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland," Swiss Finance Institute Research Paper Series 14-44, Swiss Finance Institute.
• Lucas FIEVET & Zalàn FORRO & Peter CAUWELS & Didier SORNETTE, 2014. "Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology," Swiss Finance Institute Research Paper Series 14-46, Swiss Finance Institute.
• Takahiro Hattori, 2016. "The predictive power of the implied volatility of interest rates: Evidence from US Dollar, Euro, and Japanese Yen," Keio-IES Discussion Paper Series 2016-018, Institute for Economics Studies, Keio University.