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Report NEP-FOR-2009-05-16
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:
- Jorge Caiado, 2009, "Performance of combined double seasonal univariate time series models for forecasting water demand," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0903, May.
- Anders Bredahl Kock, 2009, "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-18, May.
- John Galbraith & Simon van Norden, 2008, "The Calibration Of Probabilistic Economic Forecasts," Departmental Working Papers, McGill University, Department of Economics, number 2008-05, Nov.
- Joao A. Bastos, 2009, "Forecasting bank loans loss-given-default," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0901, May.
- John Galbraith & Dongming Zhu, 2009, "Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution," Departmental Working Papers, McGill University, Department of Economics, number 2009-01, Jan.
- Isengildina-Massa, Olga & MacDonald, Stephen, 2009, "U.S. Cotton Prices and the World Cotton Market: Forecasting and Structural Change," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49324, DOI: 10.22004/ag.econ.49324.
- Benjamin, Catherine & Houee-Bigot, Magalie & Tavera, Christophe, 2009, "What are the long-term drivers of food prices? Investigating improvements in the accuracy of prediction intervals for the forecast of food prices," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49436, May, DOI: 10.22004/ag.econ.49436.
- Jeroen Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CIRANO Working Papers, CIRANO, number 2009s-19, May.
- Glaser, Markus & Langer, Thomas & Reynders, Jens & Weber, Martin, 2008, "Scale Dependence of Overconfidence in Stock Market Volatility Forecasts," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 08-22, Dec.
- Kitov, Ivan & Kitov, Oleg, 2009, "Sustainable trends in producer price indices," MPRA Paper, University Library of Munich, Germany, number 15194, May.
- Amendola, Alessandra & Christian, Francq, 2009, "Concepts and tools for nonlinear time series modelling," MPRA Paper, University Library of Munich, Germany, number 15140.
- Xie, Fang & Horan, Richard D. & Wolf, Christopher A., 2009, "A gravity model approach to forecasting tuberculosis transmission in cattle," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49382, DOI: 10.22004/ag.econ.49382.