Report NEP-FOR-2013-03-16This 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:
- Neil Shephard, 2013. "Martingale unobserved component models," Economics Papers 2013-W01, Economics Group, Nuffield College, University of Oxford.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013. "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers 201313, University of Pretoria, Department of Economics.
- João Valle e Azevedo & Ana Pereira, 2013. "Macroeconomic Forecasting Using Low-Frequency Filters," Working Papers w201301, Banco de Portugal, Economics and Research Department.
- David F. Hendry & Grayham E. Mizon, 2013. "Unpredictability in Economic Analysis, Econometric Modeling and Forecasting," Economics Papers 2013-W04, Economics Group, Nuffield College, University of Oxford.
- Item repec:ner:dauphi:urn:hdl:123456789/9262 is not listed on IDEAS anymore
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers 13-036/III, Tinbergen Institute.
- Ulrich Mueller & Mark W. Watson, 2013. "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers 18870, National Bureau of Economic Research, Inc.
- Stelios Bekiros & Alessia Paccagnini, 2013. "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers, University of Milano-Bicocca, Department of Economics 236, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
- Roland DÃ¶hrn, 2013. "Transportation Data as a Tool for Nowcasting Economic Activity â€“ The German Road Pricing System as an Example," Ruhr Economic Papers, Rheinisch-WestfÃ¤lisches Institut fÃ¼r Wirtschaftsforschung, Ruhr-UniversitÃ¤t Bochum, UniversitÃ¤t Dortmund, UniversitÃ¤t Duisburg-Essen 0395, Rheinisch-WestfÃ¤lisches Institut fÃ¼r Wirtschaftsforschung, Ruhr-UniversitÃ¤t Bochum, UniversitÃ¤t Dortmund, UniversitÃ¤t Duisburg-Essen.
- Komijani, Akbar & Naderi, Esmaeil & Gandali Alikhani, Nadiya, 2013. "A Hybrid Approach for Forecasting of Oil Prices Volatility," MPRA Paper 44654, University Library of Munich, Germany.
- Nikolaus Hautsch & Lada M. Kyj & Peter Malec, 2013. "Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?," SFB 649 Discussion Papers SFB649DP2013-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Peter Jarnebrant & Kristian Ove R. Myrseth, 2013. "Mortality beliefs distorted: Magnifying the risk of dying young," ESMT Research Working Papers ESMT-13-03, ESMT European School of Management and Technology.
- Chia-Lin Chang & Michael McAleer, 2013. "What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance," KIER Working Papers 851, Kyoto University, Institute of Economic Research.
- Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers, University of Milano-Bicocca, Department of Economics 239, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
- Phan, Tuan, 2013. "Should Central Banks publish interest rate forecasts? - A Survey," MPRA Paper 44676, University Library of Munich, Germany, revised 01 Mar 2013.
- Anastasios Panagiotelis & Michael S. Smith & Peter J Danaher, 2013. "From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 5/13, Monash University, Department of Econometrics and Business Statistics.
- Bhaduri, Saumitra & Sethudurai, Raja, 2013. "Non-Linear Taylor Rule through Threshold Estimation," MPRA Paper 44844, University Library of Munich, Germany.
- Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," Working Papers hal-00798033, HAL.