Report NEP-FOR-2012-05-22This 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:
- Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012. "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica de Colombia 705, Banco de la Republica de Colombia.
- Item repec:qut:auncer:2012_5 is not listed on IDEAS anymore
- Carlos P. Barros & Luis A. Gil-Alana, 2012. "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers, CEsA Centre of African and Development Studies 2012/103, CEsA Centre of African and Development Studies.
- Gabriel Desgranges & Stéphane Gauthier, 2011. "Privileged Information Exacerbates Market Volatility," Working Papers, Centre de Recherche en Economie et Statistique 2011-14, Centre de Recherche en Economie et Statistique.
- Marcelle Chauvet & Zeynep Senyuz, 2012. "A dynamic factor model of the yield curve as a predictor of the economy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2012-32, Board of Governors of the Federal Reserve System (U.S.).
- Vladimir V'yugin & Vladimir Trunov, 2012. "Universal Algorithm for Online Trading Based on the Method of Calibration," Papers, arXiv.org 1205.3767, arXiv.org, revised Oct 2012.
- Quaas, Georg & Köster, Robert, 2012. "Ein Modell für die Wirtschaftszweige der deutschen Volkswirtschaft: Das "MOGBOT" (Model of Germany's Branches of Trade)," Working Papers, University of Leipzig, Faculty of Economics and Management Science 106, University of Leipzig, Faculty of Economics and Management Science.
- Chapda Nana, Guy & Larue, Bruno, 2012. "Imposing Curvature Conditions on Flexible Functional Forms to GNP Functions," Working Papers, 123308, .
- Christoph Engel & Hanjo Hamann, 2012. "The Hog-Cycle of Law Professors," Working Paper Series of the Max Planck Institute for Research on Collective Goods, Max Planck Institute for Research on Collective Goods 2012_08, Max Planck Institute for Research on Collective Goods.
- Robert Novy-Marx, 2012. "Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars," NBER Working Papers 18063, National Bureau of Economic Research, Inc.
- Antonio Accetturo & Francesco Manaresi & Sauro Mocetti & Elisabetta Olivieri, 2012. "Don't stand so close to me: the urban impact of immigration," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 866, Bank of Italy, Economic Research and International Relations Area.