Report NEP-FOR-2009-10-31This 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:
- Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers 2009-050, Federal Reserve Bank of St. Louis.
- Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Working Papers 2009-051, Federal Reserve Bank of St. Louis.
- Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2009. "Macroeconomic forecasting with real-time data: an empirical comparison," Econometric Institute Research Papers EI 2009-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Item repec:hal:cesptp:halshs-00423871_v1 is not listed on IDEAS anymore
- Makram El-Shagi, 2009. "Inflation Expectations: Does the Market Beat Professional Forecasts?," IWH Discussion Papers 16, Halle Institute for Economic Research.
- Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009. "Evaluating German business cycle forecasts under an asymmetric loss function," KOF Working papers 09-237, KOF Swiss Economic Institute, ETH Zurich.
- Kevin Clinton & Marianne Johnson & Huigang Chen & Ondrej Kamenik & Douglas Laxton, 2009. "Constructing Forecast Confidence Bands During the Financial Crisis," IMF Working Papers 09/214, International Monetary Fund.
- Morley, Bruce, 2009. "Exchange Rates and Stock Prices in the Long Run and Short Run," Department of Economics Working Papers 15973, University of Bath, Department of Economics.
- Stepaniak, P.S. & Heij, C. & de Vries, G., 2009. "Modeling and prediction of surgical procedure times," Econometric Institute Research Papers EI 2009-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.