Report NEP-FOR-2012-09-22This 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:
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working papers 2012-12, University of Connecticut, Department of Economics.
- Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," PIER Working Paper Archive 12-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Pfajfar, D. & Zakelj, B., 2012. "Uncertainty and Disagreement in Forecasting Inflation: Evidence from the Laboratory (Revised version of CentER DP 2011-053)," Discussion Paper 2012-072, Tilburg University, Center for Economic Research.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2012. "Factor Model Forecasts of Exchange Rates," NBER Working Papers 18382, National Bureau of Economic Research, Inc.
- Petar Jevtic & Elisa Luciano & Elena Vigna, 2012. "Mortality Surface by Means of Continuous Time Cohort Models," Carlo Alberto Notebooks 264, Collegio Carlo Alberto, revised 2013.
- Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," NBER Working Papers 18391, National Bureau of Economic Research, Inc.
- Bruno, Giancarlo, 2012. "Consumer confidence and consumption forecast: a non-parametric approach," MPRA Paper 41312, University Library of Munich, Germany.
- Dreger, Christian & Kholodilin, Konstantin A., 2012. "An early warning system to predict the speculative house price bubbles," Economics Discussion Papers 2012-44, Kiel Institute for the World Economy.
- Nassim N. Taleb, 2012. "The Future Has Thicker Tails than the Past: Model Error As Branching Counterfactuals," Papers 1209.2298, arXiv.org.
- Katja Landau & Stephan Klasen & Walter Zucchini, 2012. "Measuring Vulnerability to Poverty Using Long-Term Panel Data," SOEPpapers on Multidisciplinary Panel Data Research 481, DIW Berlin, The German Socio-Economic Panel (SOEP).