Report NEP-FOR-2011-07-13This 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:
- Rangan Gupta & Faaiqa Hartley, 2011. "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Working Papers 201115, University of Pretoria, Department of Economics.
- Anna Naszódi, 2011. "Beating the Random Walk in Central and Eastern Europe by Survey Forecasts," MNB Working Papers 2011/3, Magyar Nemzeti Bank (the central bank of Hungary).
- Caporin, M. & McAleer, M.J., 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Report EI 2011-18, Erasmus University Rotterdam, Econometric Institute.
- Anna Naszódi, 2011. "Testing the asset pricing model of exchange rates with survey data," MNB Working Papers 2011/2, Magyar Nemzeti Bank (the central bank of Hungary).
- J. A. Giesecke & N. H. Tran & G.A. Meagher & F. Pang, 2011. "Growth and Change in the Vietnamese Labour Market: A decomposition of forecast trends in employment over 2010-2020," Centre of Policy Studies/IMPACT Centre Working Papers g-216, Monash University, Centre of Policy Studies/IMPACT Centre.
- Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Report EI 2011-17, Erasmus University Rotterdam, Econometric Institute.
- Peter Mavromatis & Marnie Griffith, 2011. "Error Reduction strategies for the 1998-2005 USAGE Forecast," Centre of Policy Studies/IMPACT Centre Working Papers g-217, Monash University, Centre of Policy Studies/IMPACT Centre.
- Alfonso Mendoza-Velázquez & Pilar Gómez-Gil, 2011. "Neural Networks, Ordered Probit Models and Multiple Discriminants. Evaluating Risk Rating Forecasts of Local Governments in Mexico," Working Papers 1, Centro de Investigación e Inteligencia Económica (CIIE), Departamento de Ciencias Sociales - UPAEP.
- Carlos Serrano-Cinca & Begoña Gutiérrez-Nieto, 2011. "Partial Least Square Discriminant Analysis (PLS-DA) for bankruptcy prediction," Working Papers CEB 11-024, ULB -- Universite Libre de Bruxelles.
- Frijters, Paul & Johnston, David W. & Shields, Michael A., 2011. "Destined for (Un)Happiness: Does Childhood Predict Adult Life Satisfaction?," IZA Discussion Papers 5819, Institute for the Study of Labor (IZA).