Report NEP-FOR-2012-09-16This 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:
- Luca Guerrieri & Michelle Welch, 2012. "Can macro variables used in stress testing forecast the performance of banks?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2012-49, Board of Governors of the Federal Reserve System (U.S.).
- Frank Schorfheide & Dongho Song, 2012. "Real-time forecasting with a mixed-frequency VAR," Working Papers, Federal Reserve Bank of Minneapolis 701, Federal Reserve Bank of Minneapolis.
- Item repec:dgr:umamet:2012021 is not listed on IDEAS anymore
- D’Agostino, Antonello & Schnatz, Bernd, 2012. "Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years," Working Paper Series, European Central Bank 1455, European Central Bank.
- Nicoletti, Giulio & Passaro, Raffaele, 2012. "Sometimes it helps: the evolving predictive power of spreads on GDP dynamics," Working Paper Series, European Central Bank 1447, European Central Bank.
- Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2012. "How informative are the subjective density forecasts of macroeconomists?," Working Paper Series, European Central Bank 1446, European Central Bank.
- Scott Brave & Jeffrey R. Campbell & Jonas D. M. Fisher & Alejandro Justiniano, 2012. "The Chicago Fed DSGE model," Working Paper Series, Federal Reserve Bank of Chicago WP-2012-02, Federal Reserve Bank of Chicago.
- Fabio Comelli, 2012. "Emerging Market Sovereign Bond Spreads," IMF Working Papers, International Monetary Fund 12/212, International Monetary Fund.
- Degui Li & Oliver Linton & Zudi Lu, 2012. "A Flexible Semiparametric Model for Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 17/12, Monash University, Department of Econometrics and Business Statistics.
- Item repec:ner:louvai:info:hdl:2078.1/113825 is not listed on IDEAS anymore