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Report NEP-FOR-2009-03-22
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:
- Rob J Hyndman & Shu Fan, 2008, "Density forecasting for long-term peak electricity demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/08, Aug.
- Ralph D. Snyder & Anne B. Koehler, 2008, "A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/08, Sep.
- George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008, "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/08, Dec, revised Oct 2009.
- Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2009, "A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-10.
- Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008, "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/08, Dec, revised Oct 2009.
- Alfredo García-Hiernaux, 2009, "Forecasting linear dynamical systems using subspace methods," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-02.
- Rangan Gupta & Emmanuel Ziramba, 2009, "Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?," Working Papers, University of Pretoria, Department of Economics, number 200909, Mar.
- Item repec:hal:journl:halshs-00365972_v1 is not listed on IDEAS anymore
- Konstantin A. Kholodilin & Boriss Siliverstovs, 2009, "Do forecasters inform or reassure?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-215, Feb, DOI: 10.3929/ethz-a-005778341.
- Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market," Working papers, University of Connecticut, Department of Economics, number 2009-10, Mar, revised Dec 2009.
- Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2009, "Evaluating multivariate volatility forecasts," NCER Working Paper Series, National Centre for Econometric Research, number 41, Feb, revised 25 Nov 2009.
- George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009, "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/09, Feb.
- Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009, "Exchange rate forecasters’ performance: evidence of skill?," Working Papers, Business School - Economics, University of Glasgow, number 2009_13, Feb.
- Michael B. Devereux & Gregor W. Smith & James Yetman, 2009, "Consumption and Real Exchange Rates in Professional Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 14795, Mar.
- Jan J. J. Groen & George Kapetanios, 2009, "Model selection criteria for factor-augmented regressions," Staff Reports, Federal Reserve Bank of New York, number 363.
- Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009, "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7225, Mar.