Report NEP-FOR-2010-04-24This 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:
- Helmut Luetkepohl, 2010. "Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights," Economics Working Papers ECO2010/11, European University Institute.
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers 662, Queen Mary, University of London, School of Economics and Finance.
- Vázquez Pérez, Jesús & Cassou, Steven P., 2010. "New Keynesian Model Features that Can Reproduce Lead, Lag and Persistence Patterns," DFAEII Working Papers 2010-05, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Roxana Chiriac & Winfried Pohlmeier, 2010. "How Risky Is the Value at Risk?," Working Paper Series 07_10, The Rimini Centre for Economic Analysis.
- Buss, Ginters, 2010. "A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle," MPRA Paper 22147, University Library of Munich, Germany.
- Francq, Christian & Zakoian, Jean-Michel, 2010. "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper 22155, University Library of Munich, Germany.