Report NEP-FOR-2009-06-03This 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:
- 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.
- H.O. Stekler & Kazuta Sakamoto, 2008. "Evaluating Current Year Forecasts Made During the Year: A Japanese Example," Working Papers 2008-005, The George Washington University, Department of Economics, Research Program on Forecasting.
- Gonzalo Fernandez-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.
- Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid, 2008. "Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation," Working Papers 2008-002, The George Washington University, Department of Economics, Research Program on Forecasting, revised Mar 2011.
- 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.
- 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.
- 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 Washington University, Department of Economics, Research Program on Forecasting, revised Jul 2008.
- 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.
- 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 Washington University, Department of Economics, Research Program on Forecasting.
- Item repec:gwc:wpaper:2008-9 is not listed on IDEAS anymore
- Item repec:mop:credwp:09.05.84 is not listed on IDEAS anymore
- 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.
- Gustavo Sánchez Bizot, 2009. "Cointegrating VAR models and probability forecasting in Stata," Mexican Stata Users' Group Meetings 2009 07, Stata Users Group.
- 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.
- Dongming Zhu & John Galbraith, 2009. "Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution," CIRANO Working Papers 2009s-24, CIRANO.
- Item repec:gwc:wpaper:2008-7 is not listed on IDEAS anymore
- Askitas, Nikos & Zimmermann, Klaus F., 2009. "Google Econometrics and Unemployment Forecasting," IZA Discussion Papers 4201, Institute for the Study of Labor (IZA).
- Item repec:gwc:wpaper:2008-6 is not listed on IDEAS anymore