Report NEP-FOR-2011-03-05This 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:
- Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2011. "Forecasting breaks and forecasting during breaks," Economics Series Working Papers 535, University of Oxford, Department of Economics.
- Eliana González, 2011. "Forecasting With Many Predictors. An Empirical Comparison," BORRADORES DE ECONOMIA 007996, BANCO DE LA REPÚBLICA.
- Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011. "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Series Working Papers 533, University of Oxford, Department of Economics.
- Lars Jonung & Staffan Linden, 2010. "The forecasting horizon of inflationary expectations and perceptions in the EU – Is it really 12 months?," European Economy - Economic Papers 435, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
- Bårdsen, Gunnar & den Reijer, Ard & Jonasson, Patrik & Nymoen, Ragnar, 2011. "MOSES: Model of Swedish Economic Studies," Working Paper Series 249, Sveriges Riksbank (Central Bank of Sweden).
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2011. "An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices," CIRANO Working Papers 2011s-22, CIRANO.
- Askitas, Nikos & Zimmermann, Klaus F., 2011. "Nowcasting Business Cycles Using Toll Data," IZA Discussion Papers 5522, Institute for the Study of Labor (IZA).
- Abdul Majid, Muhamed Zulkhibri, 2011. "Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia," MPRA Paper 29039, University Library of Munich, Germany.
- Costas Karfakis, 2010. "The portfolio balance effect and reserve diversification: an empirical analysis," European Economy - Economic Papers 431, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
- Carlo Altavilla & Matteo Ciccarelli, 2011. "Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset," CSEF Working Papers 274, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Kuehne, Geoff & Llewellyn, Rick S. & Pannell, David J. & Wilkinson, Roger & Dolling, P. & Ewing, Michael A., 2011. "ADOPT: a tool for predicting adoption of agricultural innovations," 2011 Conference (55th), February 8-11, 2011, Melbourne, Australia 100570, Australian Agricultural and Resource Economics Society.