Report NEP-FOR-2011-03-26This 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:
- Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," Economics Series 2011_1, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Roman Horvath & Lubos Komarek & Filip Rozsypal, 2010. "Does Money Help Predict Inflation? An Empirical Assessment for Central Europe," Working Papers, Czech National Bank, Research Department 2010/05, Czech National Bank, Research Department.
- Balli, Faruk & Elsamadisy, Elsayed, 2010. "Modelling the Currency in Circulation for the State of Qatar," MPRA Paper 20159, University Library of Munich, Germany.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers, Kyoto University, Institute of Economic Research 762, Kyoto University, Institute of Economic Research.
- Márcio Laurini & Luiz Koodi Hotta, 2011. "Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro 2011-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
- Pierre Guerin & Massimiliano Marcellino, 2011. "Markov-Switching MIDAS Models," Economics Working Papers, European University Institute ECO2011/03, European University Institute.
- Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers, Kyoto University, Institute of Economic Research 761, Kyoto University, Institute of Economic Research.
- Item repec:dgr:eureri:1765022614 is not listed on IDEAS anymore
- Janine Aron & John Muellbauer, 2011. "Modelling and Forecasting with County Court Data: Regional Mortgage Possession Claims and Orders in England and Wales," SERC Discussion Papers, Spatial Economics Research Centre, LSE 0070, Spatial Economics Research Centre, LSE.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2011. "Extracting deflation probability forecasts from Treasury yields," Working Paper Series, Federal Reserve Bank of San Francisco 2011-10, Federal Reserve Bank of San Francisco.
- Trevor Breusch & Farshid Vahid, 2011. "Global Temperature Trends," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 4/11, Monash University, Department of Econometrics and Business Statistics.
- Andrei Sirchenko, 2011. "Policymakers' Votes and Predictability of Monetary Policy," Economics Working Papers, European University Institute ECO2011/05, European University Institute.