NEP-FOR-2009-06-03

This file is part of IDEAS, which uses RePEc data

Report NEP-FOR-2009-06-03

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:

Chris Bloor & Troy Matheson, 2009. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/02, Reserve Bank of New Zealand. [Downloadable!]
H.O. Stekler & Kazuta Sakamoto, 2008. "Evaluating Current Year Forecasts Made During the Year: A Japanese Example," Working Papers 2008-005, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]
Gonzalo Fernández-de-Córdoba & José L. Torres, 2009. "Forecasting the Spanish economy with an Augmented VAR-DSGE model," Working Papers 2009-1, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center. [Downloadable!]
Edward N. Gamber & Tara M. Sinclair & H.O. Stekler & Elizabeth Reid, 2008. "Multivariate Forecast Errors and the Taylor Rule," Working Papers 2008-002, The George Washinton University, Department of Economics, Research Program on Forecasting, revised Aug 2008. [Downloadable!]
Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers 200912, University of Pretoria, Department of Economics. [Downloadable!]
Gloria GonzÃ¡lez-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008. [Downloadable!]
Edward N. Gamber & Julie K. Smith, 2007. "Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?," Working Papers 2007-002, The George Washinton University, Department of Economics, Research Program on Forecasting, revised Jul 2008. [Downloadable!]
Huiyu Huang & Tae-Hwy Lee, 2006. "To Combine Forecasts or to Combine Information?," Working Papers 200806, University of California at Riverside, Department of Economics, revised Feb 2009. [Downloadable!]
Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2008. "Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts," Working Papers 2008-010, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]
Herman O. Stekler, 2008. "What Do We Know About G-7 Macro Forecasts?," Working Papers 2008-9, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]
Julien CHEVALLIER & Benoît SEVI, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," Cahiers du CREDEN (CREDEN Working Papers) 09.05.84, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1. [Downloadable!]
Sandra Eickmeier & Tim Ng, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/04, Reserve Bank of New Zealand. [Downloadable!]
Gustavo Sánchez Bizot, 2009. "Cointegrating VAR models and probability forecasting in Stata," Mexican Stata Users' Group Meetings 2009 07, Stata Users Group. [Downloadable!]
Camilo SERRANO & Martin HOESLI, 2009. "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," Swiss Finance Institute Research Paper Series 09-08, Swiss Finance Institute. [Downloadable!]
Dongming Zhu & John Galbraith, 2009. "Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution," CIRANO Working Papers 2009s-24, CIRANO. [Downloadable!]
Herman O. Stekler, 2008. "Evaluating Consensus Forecasts," Working Papers 2008-7, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]
Askitas, Nikos & Zimmermann, Klaus F., 2009. "Google Econometrics and Unemployment Forecasting," IZA Discussion Papers 4201, Institute for the Study of Labor (IZA). [Downloadable!]
ChiUng Song & Bryan L. Boulier & Herman O. Stekler, 2008. "Measuring Consensus in Binary Forecasts: NFL Game Predictions," Working Papers 2008-6, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]

This page was last updated on 2009-11-22.

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