Report NEP-FOR-2009-07-11This 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:
- Gunnar Bardsen & Helmut Luetkepohl, 2009. "Forecasting Levels of log Variables in Vector Autoregressions," Economics Working Papers ECO2009/24, European University Institute.
- Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2009. "Forecasting with Spatial Panel Data," IZA Discussion Papers 4242, Institute for the Study of Labor (IZA).
- Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2009-001, The George Washington University, Department of Economics, Research Program on Forecasting, revised Mar 2010.
- Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009. "Forecasting with Factor-augmented Error Correction Models," RSCAS Working Papers 2009/32, European University Institute.
- Camacho, Maximo & Pérez-Quirós, Gabriel, 2009. "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers 7343, C.E.P.R. Discussion Papers.
- Todd E. Clark, 2009. "Real-time density forecasts from VARs with stochastic volatility," Research Working Paper RWP 09-08, Federal Reserve Bank of Kansas City.
- Mustafa. K. Mujeri & Md. Shahiduzzaman & Md. Ezazul Islam, 2009. "Measuring Inflationary Pressure in Bangladesh: The P-Star Approach," Working Papers id:2101, eSocialSciences.
- Glenn Otto & Graham Voss, 2009. "Strict and Flexible Inflation Forecast Targets: An Empirical Investigation," Working Papers 202009, Hong Kong Institute for Monetary Research.
- Jennergren, L. Peter, 2009. "On the forecasting of lease expense in firm valuation," Working Paper Series in Business Administration 2009:12, Stockholm School of Economics, revised 02 Dec 2009.