Printed from https://ideas.repec.org/n/nep-for/2009-03-14.html
Report NEP-FOR-2009-03-14
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:
- Benavides Guillermo & Capistrán Carlos, 2009, "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers, Banco de México, number 2009-01, Jan.
- Christian Ragacs & Martin Schneider, 2009, "Why did we fail to predict GDP during the last cycle? A breakdown of forecast errors for Austria," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 151, Feb.
- Capistrán Carlos & López Moctezuma Gabriel, 2008, "Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers, Banco de México, number 2008-11, Aug.
- Item repec:dnb:dnbwpp:202 is not listed on IDEAS anymore
- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009, "Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_005.
- Konstantinos Nikolopoulos & Dimitrios Thomakos & Fotios Petropoulos & Vassilis Assimakopoulos, 2009, "Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500," Working Papers, University of Peloponnese, Department of Economics, number 0033.
- Dimitrios Thomakos & Konstantinos Nikolopoulos, 2009, "The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts," Working Papers, University of Peloponnese, Department of Economics, number 0034.
- Isao Ishida & Toshiaki Watanabe, 2009, "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-608, Jan.
- Contini, Bruno, 2009, "Forecasting Errors: Yet More Problems for Identification?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4035, Feb.
- Roberto Patuelli & Aura Reggiani & Peter Nijkamp & Norbert Schanne, 2009, "Neural Networks for Cross-Sectional Employment Forecasts: A Comparison of Model Specifications for Germany," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana, number 0903, Feb.
- Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market," Working Papers, University of Pretoria, Department of Economics, number 200908, Feb.
- Ibrahim, Mohammed & Florkowski, Wojciech J., , "Forecasting Price Relationships among U.S Tree Nuts Prices," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association, number 47212, DOI: 10.22004/ag.econ.47212.
- Gogas, Periklis & Chionis, Dionisios & Pragkidis, Ioannis, 2009, "Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity," MPRA Paper, University Library of Munich, Germany, number 13911, Mar.
- Item repec:kie:kieliw:1487 is not listed on IDEAS anymore