NEP-FOR-2009-07-28

This file is part of IDEAS, which uses RePEc data

Report NEP-FOR-2009-07-28

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:

Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," OFRC Working Papers Series 2009fe02, Oxford Financial Research Centre. [Downloadable!]
Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper Series wp34_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
Tatevik Sekhposyan & Barbara Rossi, 2009. "Has Economic Models’ Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?," Working Papers 09-06, Duke University, Department of Economics. [Downloadable!]
Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009. "Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function," Macroeconomics and Finance Series 200905, Hamburg University, Department Wirtschaft und Politik. [Downloadable!]
C. L. Chua & G. C. Lim & Sarantis Tsiaplias, 2009. "A Latent Variable Approach to Forecasting the Unemployment Rate," Melbourne Institute Working Paper Series wp2009n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," EconomiX Working Papers 2009-24, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
Thomas Lux & Leonardo Morales-Arias, 2009. "Forecasting Volatility under Fractality, Regime-Switching, Long Memory and Student-t Innovations," Kiel Working Papers 1532, Kiel Institute for the World Economy. [Downloadable!]
Chen, Pu, 2009. "A Note on Updating Forecasts When New Information Arrives between Two Periods," Economics Discussion Papers 2009-22, Kiel Institute for the World Economy. [Downloadable!]
John M. Maheu & Thomas H. McCurdy, 2009. "Do high-frequency measures of volatility improve forecasts of return distributions?," Working Paper Series wp19_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
Green, Kesten C. & Armstrong, J. Scott, 2009. "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," MPRA Paper 16422, University Library of Munich, Germany. [Downloadable!]
Dalkhat M. Ediev, 2009. "Extrapolative Projections of Mortality: Towards a More Consistent Method," Working Papers 0803, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna. [Downloadable!]
Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Department of Economics, University of Glasgow. [Downloadable!]
Alexia Prskawetz & Thomas Kögel & Warren C. Sanderson & Sergei Scherbov, 2009. "The Effects of Age Structure on Economic Growth: An Application of Probabilistic Forecasting in India," Working Papers 0403, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna. [Downloadable!]

This page was last updated on 2009-12-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.