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Report NEP-FOR-2008-09-05
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Todd E. Clark & Michael W. McCracken, 2008, "Averaging forecasts from VARs with uncertain instabilities," Working Papers, Federal Reserve Bank of St. Louis, number 2008-030, DOI: 10.20955/wp.2008.030.
- Todd E. Clark & Michael W. McCracken, 2008, "Improving forecast accuracy by combining recursive and rolling forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2008-028, DOI: 10.20955/wp.2008.028.
- Todd E. Clark & Michael W. McCracken, 2008, "Tests of equal predictive ability with real-time data," Working Papers, Federal Reserve Bank of St. Louis, number 2008-029, DOI: 10.20955/wp.2008.029.
- Christian M. Dahl & Henrik Hansen & John Smidt, 2008, "The cyclical component factor model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-44, Sep.
- Haiyan Song & Egon Smeral & Gang Li & Jason L. Chen, 2008, "Tourism Forecasting: Accuracy of Alternative Econometric Models Revisited," WIFO Working Papers, WIFO, number 326, Aug.
- Roxana Chiriac & Valeri Voev, 2008, "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-39, Sep.