Report NEP-FOR-2010-12-04This 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:
- Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper Series, The Rimini Centre for Economic Analysis 43_10, The Rimini Centre for Economic Analysis.
- N. Kundan Kishor & Evan F. Koenig, 2010. "Yield spreads as predictors of economic activity: a real-time VAR analysis," Working Papers, Federal Reserve Bank of Dallas 1008, Federal Reserve Bank of Dallas.
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Forecasting with mixed-frequency data," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics 10-2010, University of Cyprus Department of Economics.
- Item repec:dgr:umamet:2010046 is not listed on IDEAS anymore
- Marco Shinobu Matsumura & Ajax Reynaldo Bello Moreira & JosÃ© Valentim Machado Vicente, 2010. "Forecasting the Yield Curve with Linear Factor Models," Working Papers Series, Central Bank of Brazil, Research Department 223, Central Bank of Brazil, Research Department.
- Jayne, Thomas S. & Rashid, Shahidur, 2010. "The Value of Accurate Crop Production Forecasts," Food Security International Development Working Papers, Michigan State University, Department of Agricultural, Food, and Resource Economics 97032, Michigan State University, Department of Agricultural, Food, and Resource Economics.
- Cem Cakmakli & Dick van Dijk, 2010. "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers 10-115/4, Tinbergen Institute.
- Pau Rabanal & Jaewoo Lee, 2010. "Forecasting U.S. Investment," IMF Working Papers 10/246, International Monetary Fund.
- Tsyplakov, Alexander, 2010. "The links between inï¬‚ation and inï¬‚ation uncertainty at the longer horizon," MPRA Paper 26908, University Library of Munich, Germany.
- Ines Kahloul & Anouar Ben Mabrouk & Slah-Eddine Hallara, 2010. "Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables," Papers 1011.5020, arXiv.org.