Report NEP-FOR-2010-04-17This 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:dgr:eureir:1765018604 is not listed on IDEAS anymore
- Michael McAleer & Marcelo Cunha Medeiros, 2010. "Forecasting Realized Volatility with Linear and Nonlinear Models," Textos para discussÃ£o, Department of Economics PUC-Rio (Brazil) 568, Department of Economics PUC-Rio (Brazil).
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
- Athanasopoulos, George & Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Economics Working Papers (Ensaios Economicos da EPGE) 704, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies," Working Papers, COMISEF 025, COMISEF.
- Jürgen Bierbaumer-Polly, 2010. "Composite Leading Indicator for the Austrian Economy. Methodology and "Real-time" Performance," WIFO Working Papers, WIFO 369, WIFO.
- Sylvain Leduc & Keith Sill, 2010. "Expectations and economic fluctuations: an analysis using survey data," Working Paper Series, Federal Reserve Bank of San Francisco 2010-09, Federal Reserve Bank of San Francisco.
- Michael Ryan & Kam Leong Szeto, 2009. "An Introduction to the New Zealand Treasury Model," Treasury Working Paper Series, New Zealand Treasury 09/02, New Zealand Treasury.
- Ullrich Heilemann & Herman Stekler, 2010. "Perspectives on Evaluating Macroeconomic Forecasts," Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting 2010-002, The George Washington University, Department of Economics, Research Program on Forecasting.
- Ricardo M. Sousa, 2010. "Time-Varying Expected Returns: Evidence from the U.S. and the U.K," NIPE Working Papers, NIPE - Universidade do Minho 10/2010, NIPE - Universidade do Minho.
- Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2009. "Predicting Agri-Commodity Prices: an Asset Pricing Approach," Working Papers, University of Washington, Department of Economics UWEC-2010-02, University of Washington, Department of Economics.
- Julia Schaumburg, 2010. "Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory," SFB 649 Discussion Papers, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany SFB649DP2010-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- A. Schnytzer & M. Lamers & V. Makropoulou & -, 2009. "The Impact of Insider Trading on Forecasting in a Bookmakers' Horse Betting Market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 09/627, Ghent University, Faculty of Economics and Business Administration.
- Item repec:dgr:eureir:1765018637 is not listed on IDEAS anymore
- Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers, University of Pretoria, Department of Economics 200923, University of Pretoria, Department of Economics.