Report NEP-FOR-2013-04-20This 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:
- Christian Dreger & Jürgen Wolters, 2013. "Money demand and the role of monetary indicators in forecasting euro area inflation," FIW Working Paper series 119, FIW.
- Arenas, Paúl & Morales, Daniel, 2013. "Are business tendency surveys useful to forecast private investment in Peru? A non-linear approach," Working Papers 2013-003, Banco Central de Reserva del Perú.
- Raffaella Giacomini, 2012. "Incorporating theoretical restrictions into forecasting by projection methods," 2012 Meeting Papers 548, Society for Economic Dynamics.
- Item repec:pdn:wpaper:59 is not listed on IDEAS anymore
- Wolfgang Polasek, 2013. "Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections," Economics Series 295, Institute for Advanced Studies.
- Nikola Mirkov & Gisle James Natvik, 2013. "Announcements of interest rate forecasts: Do policymakers stick to them?," Working Paper 2013/11, Norges Bank.
- Cuenca, Leonidas & Flores, Julio & Morales, Daniel, 2013. "The Consumer confidence index and short-term private consumption forecasting in Peru," Working Papers 2013-004, Banco Central de Reserva del Perú.
- Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012. "Nowcasting with Daily Data," 2012 Meeting Papers 555, Society for Economic Dynamics.
- Taro Ikeda, 2013. "Asymmetric forecasting and commitment policy in a robust control problem," Discussion Papers 1306, Graduate School of Economics, Kobe University.
- Dominique, C-Rene, 2013. "Estimating investors' behavior and errorsin probabilistic forecasts by the Kolmogorov entropy and noise colors of multifractal attractors," MPRA Paper 46231, University Library of Munich, Germany, revised 16 Apr 2013.
- Alexander Budzier & Bent Flyvbjerg, 2013. "Double Whammy - How ICT Projects are Fooled by Randomness and Screwed by Political Intent," Papers 1304.4590, arXiv.org.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, School of Economics and Management, University of Aarhus.
- Matthieu Segol, 2012. "Aggregation of information and beliefs on prediction markets with non-bayesian traders," Post-Print dumas-00809694, HAL.
- Shinichiro Shirota & Takayuki Hizu & Yasuhiro Omori, 2013. "Realized Stochastic Volatility with Leverage and Long Memory," CIRJE F-Series CIRJE-F-880, CIRJE, Faculty of Economics, University of Tokyo.
- Mensi, Walid & Beljid, Makram & Boubaker, Adel & Managi, Shunsuke, 2013. "Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold," MPRA Paper 44395, University Library of Munich, Germany.
- Jack Favilukis & Xiaoji Lin, 2012. "Wage Rigidity: A Solution to Several Asset Pricing Puzzles," 2012 Meeting Papers 589, Society for Economic Dynamics.
- Javier Alonso & David Tuesta & Diego Torres Torres & Begona Villamide, 2013. "Projections of dynamic generational tables and longevity risk in Chile," Working Papers 1315, BBVA Bank, Economic Research Department.
- Rafal Koziarski, 2013. "The projection of sales revenue for selected company in sector 56 - food and beverage service activities---Planowanie przychodów ze sprzedaży na przykładzie przedsiębiorstwa z branży 56 - działa," Working Papers hal-00808100, HAL.