Report NEP-FOR-2013-03-23This 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:
- Kei Kawakami, 2013. "Conditiona l Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate," Department of Economics - Working Papers Series, The University of Melbourne 1167, The University of Melbourne.
- Tsyplakov, Alexander, 2013. "Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments," MPRA Paper 45186, University Library of Munich, Germany.
- Todd E. Clark & Michael W. McCracken, 2013. "Evaluating the accuracy of forecasts from vector autoregressions," Working Papers, Federal Reserve Bank of St. Louis 2013-010, Federal Reserve Bank of St. Louis.
- Papadimitriou, Theophilos & Gogas, Periklis & Plakandaras, Vasilios, 2013. "Forecasting daily and monthly exchange rates with machine learning techniques," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics 3-2013, Democritus University of Thrace, Department of Economics, revised 26 Sep 2013.
- Brent Meyer & Saeed Zaman, 2013. "Itâ€™s not just for inflation: The usefulness of the median CPI in BVAR forecasting," Working Paper 1303, Federal Reserve Bank of Cleveland.
- Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers, University of Milano-Bicocca, Department of Economics 241, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
- Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 8/13, Monash University, Department of Econometrics and Business Statistics.
- Gogas, Periklis & Papadimitriou, Theophilos & Plakandaras, Vasilios, 2013. "Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics 2-2013, Democritus University of Thrace, Department of Economics.
- Patricia Martins & Leonida Correia, 2013. "The determinants of macroeconomic forecasts and the Stability and Growth Pact," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2013/07, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
- Wai-Yip Alex Ho & James Yetman, 2013. "Do economies stall? The international evidence," BIS Working Papers 407, Bank for International Settlements.
- Item repec:dgr:umagsb:2013002 is not listed on IDEAS anymore
- Sophocles N. Brissimis & Petros M. Migiakis, 2013. "Inflation persistence and the rationality of inflation expectations," Working Papers, Bank of Greece 151, Bank of Greece.
- Liping Gao & Hyeongwoo Kim & Yaoqi Zhang, 2013. "Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China," Auburn Economics Working Paper Series, Department of Economics, Auburn University auwp2013-05, Department of Economics, Auburn University.
- Roula Inglesi-Lotz & Anastassios Pouris, 2013. "On the causality and determinants of energy and electricity demand in South Africa: A review," Working Papers 201314, University of Pretoria, Department of Economics.
- SofÃa B. Ramos & Helena Veiga & Pedro Latoeiro, 2013. "Predictability of stock market activity using Google search queries," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa ws130605, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa.
- Paolo Gelain & Kevin J. Lansing, 2013. "House prices, expectations, and time-varying fundamentals," Working Paper Series, Federal Reserve Bank of San Francisco 2013-03, Federal Reserve Bank of San Francisco.