Report NEP-FOR-2011-12-13This 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:
- Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting," MPRA Paper 35252, University Library of Munich, Germany.
- Ángel Cuevas & Enrique M. Quilis & Antoni Espasa, 2011. "Combining benchmarking and chain-linking for short-term regional forecasting," Statistics and Econometrics Working Papers ws114130, Universidad Carlos III, Departamento de Estadística y Econometría.
- Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011. "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers 201132, University of Pretoria, Department of Economics.
- Kauder, Björn, 2011. "Institutions and Public Sector Performance: Empirical Analyses of Revenue Forecasting and Spatial Administrative Structures," Munich Dissertations in Economics 13683, University of Munich, Department of Economics.
- Huyn Hak Kim & Norman R. Swanson, 2011. "Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence," Departmental Working Papers 201119, Rutgers University, Department of Economics.
- Dimpfl, Thomas & Jank, Stephan, 2011. "Can Internet search queries help to predict stock market volatility?," University of Tuebingen Working Papers in Economics and Finance 18, University of Tuebingen, Faculty of Economics and Social Sciences.
- Norman R. Swanson & Andres Fernandez, 2011. "Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting," Departmental Working Papers 201113, Rutgers University, Department of Economics.
- Stordahl, Kjell, 2011. "Long-term penetration and traffic forecasts for the Western European fixed broadband market," 22nd European Regional ITS Conference, Budapest 2011: Innovative ICT Applications - Emerging Regulatory, Economic and Policy Issues 52210, International Telecommunications Society (ITS).
- Norman R. Swanson & Lili Cai, 2011. "In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008," Departmental Working Papers 201102, Rutgers University, Department of Economics.
- Breitung, Jörg & Schmeling, Maik, 2011. "Quantifying survey expectations: What's wrong with the probability approach?," Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover dp-485, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011. "Is the Chinese Stock Market Really Efficient," MPRA Paper 35219, University Library of Munich, Germany.
- Thiago De Oliveira Souza, 2011. "Forecasting Investment-Grade Credit-Spreads. A Regularized Approach," Working Papers ECARES ECARES 2011-037, ULB -- Universite Libre de Bruxelles.
- Norman R. Swanson & Nii Ayi Armah, 2011. "Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments," Departmental Working Papers 201105, Rutgers University, Department of Economics.
- Norman R. Swanson & Nii Ayi Armah, 2011. "Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators," Departmental Working Papers 201115, Rutgers University, Department of Economics.
- Norman R. Swanson & Nii Ayi Armah, 2011. "Diffusion Index Models and Index Proxies: Recent Results and New Directions," Departmental Working Papers 201114, Rutgers University, Department of Economics.
- Xiangjin Shen & Hiroki Tsurumi, 2011. "Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models," Departmental Working Papers 201126, Rutgers University, Department of Economics.
- Norman R. Swanson & Nii Ayi Armah, 2011. "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers 201103, Rutgers University, Department of Economics.
- Bastos, Luisa & Bos, Machiel & Caldeira, Rui & Couvelard, Xavier & Allis, Sheila & Bio, Ana & Araujo, Isabel & Fernandes, Joana & Lazaro, Clara, 2011. "Monitoring and Forecasting Ocean Dynamics at a Regional Scale," Spatial and Organizational Dynamics Discussion Papers 2011-14, CIEO-Research Centre for Spatial and Organizational Dynamics, University of Algarve.