NEP-FOR-2009-03-14

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Report NEP-FOR-2009-03-14

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.

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Other reports in NEP-FOR

The following items were anounced in this report:

Guillermo Benavides & Carlos Capistrán, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México. [Downloadable!]
Martin Schneider & Christian Ragacs, 2009. "Why did we fail to predict GDP during the last cycle? A breakdown of forecast errors for Austria," Working Papers 151, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
Carlos Capistrán & Gabriel López-Moctezuma, 2008. "Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers 2008-11, Banco de México. [Downloadable!]
Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the fragility of the banking and insurance sector," DNB Working Papers 202, Netherlands Central Bank, Research Department. [Downloadable!]
Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors," ECARES Working Papers 2009_005, Université Libre de Bruxelles, Ecares. [Downloadable!]
Konstantinos Nikolopoulos & Dimitrios Thomakos & Fotios Petropoulos & Vassilis Assimakopoulos, 2009. "Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500," Working Papers 0033, University of Peloponnese, Department of Economics. [Downloadable!]
Dimitrios Thomakos & Konstantinos Nikolopoulos, 2009. "The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts," Working Papers 0034, University of Peloponnese, Department of Economics. [Downloadable!]
Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CIRJE F-Series CIRJE-F-608, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Contini, Bruno, 2009. "Forecasting Errors: Yet More Problems for Identification?," IZA Discussion Papers 4035, Institute for the Study of Labor (IZA). [Downloadable!]
Roberto Patuelli & Aura Reggiani & Peter Nijkamp & Norbert Schanne, 2009. "Neural Networks for Cross-Sectional Employment Forecasts: A Comparison of Model Specifications for Germany," Quaderni della facoltÃ di Scienze economiche dell'UniversitÃ di Lugano 0903, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]
Rangan Gupta & Stephen M. Miller, 2009. "The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market," Working Papers 200908, University of Pretoria, Department of Economics. [Downloadable!]
Ibrahim, Mohammed & Florkowski, Wojciech J., 2009. "Forecasting Price Relationships among U.S Tree Nuts Prices," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 47212, Southern Agricultural Economics Association. [Downloadable!]
Gogas, Periklis & Chionis, Dionisios & Pragkidis, Ioannis, 2009. "Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity," MPRA Paper 13911, University Library of Munich, Germany. [Downloadable!]
Jaba Ghonghadze & Thomas Lux, 2009. "Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach," Kiel Working Papers 1487, Kiel Institute for the World Economy. [Downloadable!]

This page was last updated on 2009-11-29.

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