Report NEP-FOR-2010-03-06This 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:
- George Athanasopoulos & Ashton de Silva, 2010. "Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand," Monash Econometrics and Business Statistics Working Papers 11/09, Monash University, Department of Econometrics and Business Statistics.
- Exterkate, P. & Dijk, D.J.C. van & Heij, C. & Groenen, P.J.F., 2010. "Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model," Econometric Institute Report EI 2010-06, Erasmus University Rotterdam, Econometric Institute.
- Jan J. J. Groen & Paolo A. Pesenti, 2010. "Commodity prices, commodity currencies, and global economic developments," NBER Working Papers 15743, National Bureau of Economic Research, Inc.
- Ehrmann, M. & Eijffinger, S.C.W. & Fratzcher, M., 2010. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3763052, Tilburg University.
- Proietti, Tommaso, 2010. "Seasonality, Forecast Extensions and Business Cycle Uncertainty," MPRA Paper 20868, University Library of Munich, Germany.
- Jaarsveld, W.L. van, 2010. "Estimating obsolescence risk from demand data - a case study," Econometric Institute Report EI 2010-03, Erasmus University Rotterdam, Econometric Institute.
- Byung-Kwang Yoo & Megumi Kasajima & Jay Bhattacharya, 2010. "Public Avoidance and the Epidemiology of novel H1N1 Influenza A," NBER Working Papers 15752, National Bureau of Economic Research, Inc.