Report NEP-FOR-2008-06-21This 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.
The following items were announced in this report:
- V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers, Tinbergen Institute 08-008/4, Tinbergen Institute.
- Pesaran, M.H. & Pick, A., 2008. "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 0814, Faculty of Economics, University of Cambridge.
- Karim Barhoumi & Szilard Benk & Riccardo Cristadoro & Ard Den Reijer & Audrone Jakaitiene & Piotr Jelonek & António Rua & Gerhard Rünstler & Karsten Ruth & Christophe Van Nieuwenhuyze, 2008. "Short-term forecasting of GDP using large monthly datasets - a pseudo real-time forecast evaluation exercise," Occasional Paper Series, European Central Bank 84, European Central Bank.
- Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance 08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Dikaios Tserkezos & George Xanthos & Eva Pitikaki, 2008. "A Note on the Diachronic Behaviour of the OECD Forecasts for Greece," Working Papers, University of Crete, Department of Economics 0814, University of Crete, Department of Economics, revised 00 2008.
- Jaromír Beneš & Andrew Binning & Kirdan Lees, 2008. "Incorporating judgement with DSGE models," Reserve Bank of New Zealand Discussion Paper Series DP2008/10, Reserve Bank of New Zealand.
- KIYGI CALLI, Meltem & WEVERBERGH, Marcel, 2008. "Forecasting newspaper demand with censored regression," Working Papers, University of Antwerp, Faculty of Applied Economics 2008006, University of Antwerp, Faculty of Applied Economics.
- Armstrong, J. Scott & Green, Kesten C. & Jones, Randall J. & Wright, Malcolm, 2008. "Predicting elections from politicians’ faces," MPRA Paper 9150, University Library of Munich, Germany.
- Takashi Obinata, 2008. ""Analysts' Earnings Forecasts and the Value Relevance of Earnings"(in Japanese)," CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-J-195, CIRJE, Faculty of Economics, University of Tokyo.
- Borus Jungbacker & Siem Jan Koopman, 2008. "Likelihood-based Analysis for Dynamic Factor Models," Tinbergen Institute Discussion Papers, Tinbergen Institute 08-007/4, Tinbergen Institute, revised 20 Mar 2014.