Report NEP-FOR-2010-06-18This 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:
- Marco Aiolfi & Carlos CapistrÃ¡n & Allan Timmermann, 2010. "Forecast Combinations," Working Papers, Banco de MÃ©xico 2010-04, Banco de MÃ©xico.
- Nyholm, Ken & Vidova-Koleva, Rositsa, 2010. "Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting?," Working Paper Series, European Central Bank 1205, European Central Bank.
- Marina Theodosiou, 2010. "Forecasting Issues: Ideas of Decomposition and Combination," Working Papers, Central Bank of Cyprus 2010-4, Central Bank of Cyprus.
- Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
- Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.
- Cadogan, Godfrey, 2010. "Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance," MPRA Paper 23235, University Library of Munich, Germany.
- Kajal Lahiri & Antony Davies & Xuguang Sheng, 2010. "Analyzing Three-Dimensional Panel Data of Forecasts," Discussion Papers 10-07, University at Albany, SUNY, Department of Economics.
- Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi, 2010. "Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market," Staff Papers, South Dakota State University, Department of Economics 100001, South Dakota State University, Department of Economics.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Nowcasting," Working Papers ECARES, ULB -- Universite Libre de Bruxelles ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Wolfgang Karl HÃ¤rdle & Rouslan Moro & Linda Hoffmann, 2010. "Learning Machines Supporting Bankruptcy Prediction," SFB 649 Discussion Papers SFB649DP2010-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- David Br\'ee & Damien Challet & Pier Paolo Peirano, 2010. "Prediction accuracy and sloppiness of log-periodic functions," Papers 1006.2010, arXiv.org.