Report NEP-FOR-2009-10-31This 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:
- Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers 2009-050, Federal Reserve Bank of St. Louis.
- Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Working Papers 2009-051, Federal Reserve Bank of St. Louis.
- Item repec:dgr:eureir:1765017018 is not listed on IDEAS anymore
- Dominique Guegan & Patrick Rakotomarolahy, 2009. "The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00423871, HAL.
- Makram El-Shagi, 2009. "Inflation Expectations: Does the Market Beat Professional Forecasts?," IWH Discussion Papers 16, Halle Institute for Economic Research.
- Jörg Döpke & Ulrich Fritsche & Boriss Siliverstovs, 2009. "Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function," KOF Working papers 09-237, KOF Swiss Economic Institute, ETH Zurich.
- Kevin Clinton & Marianne Johnson & Huigang Chen & Ondra Kamenik & Douglas Laxton, 2009. "Constructing Forecast Confidence Bands During the Financial Crisis," IMF Working Papers 09/214, International Monetary Fund.
- Item repec:eid:wpaper:15973 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765017017 is not listed on IDEAS anymore