Report NEP-FOR-2009-12-11This 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:
- Item repec:hal:cesptp:halshs-00307606 is not listed on IDEAS anymore
- Item repec:hal:cesptp:halshs-00344839 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765017303 is not listed on IDEAS anymore
- Giordani, Paolo & Villani, Mattias, 2009. "Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction," Working Paper Series 234, Sveriges Riksbank (Central Bank of Sweden).
- Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2009. "Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors," Working Paper Series 1115, European Central Bank.
- Andre A. P. & Francisco J. Nogales & Esther Ruiz, 2009. "Comparing univariate and multivariate models to forecast portfolio value-at-risk," Statistics and Econometrics Working Papers ws097222, Universidad Carlos III, Departamento de Estadística y Econometría.
- Item repec:dgr:eureir:1765017295 is not listed on IDEAS anymore
- Item repec:hal:cesptp:halshs-00431726 is not listed on IDEAS anymore
- Yoichi Okita & Wade D. Pfau & Giang Thanh Long, 2009. "A Stochastic Forecast Model For Japan'S Population," GRIPS Discussion Papers 09-06, National Graduate Institute for Policy Studies.
- Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Papers 2009-W03, Economics Group, Nuffield College, University of Oxford.
- Silvia Muzzioli, 2009. "The skew pattern of implied volatility in the DAX index options market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 09122, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".