Report NEP-FOR-2010-03-13This 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:
- Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010. "Term structure forecasting using macro factors and forecast combination," Working Paper 2010/01, Norges Bank.
- Item repec:ner:leuven:urn:hdl:123456789/252262 is not listed on IDEAS anymore
- Item repec:hal:cesptp:halshs-00460461 is not listed on IDEAS anymore
- Rangan Gupta & Alain Kabundi, 2009. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers 143, Economic Research Southern Africa.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2010. "Forecasting with Factor-augmented Error Correction," Discussion Papers 09-06r, Department of Economics, University of Birmingham.
- Rangan Gupta & Alain Kabundi, 2009. "A Large Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 137, Economic Research Southern Africa.
- Maria M. De Mello, 2009. "Cointegration And The Forecast Accuracy Of Var Models," CEF.UP Working Papers 0902, Universidade do Porto, Faculdade de Economia do Porto.
- Jonsson, Thomas & Österholm, Pär, 2009. "The Properties of Survey-Based Inflation Expectations in Sweden," Working Paper 114, National Institute of Economic Research.
- Chialin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," CIRJE F-Series CIRJE-F-718, CIRJE, Faculty of Economics, University of Tokyo.
- Item repec:ner:leuven:urn:hdl:123456789/242199 is not listed on IDEAS anymore
- Mikko Myrskylä & Joshua R. Goldstein, 2010. "Probabilistic forecasting using stochastic diffusion models, with applications to cohort processes of marriage and fertility," MPIDR Working Papers WP-2010-013, Max Planck Institute for Demographic Research, Rostock, Germany.
- Item repec:ner:leuven:urn:hdl:123456789/242198 is not listed on IDEAS anymore