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Report NEP-FOR-2009-11-27
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:
- Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca, 2009, "Macroeconomic Forecasting and Structural Change," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7542, Nov.
- Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009, "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7446, Sep.
- Item repec:imf:imfwpa:09/241 is not listed on IDEAS anymore
- Den Haan, Wouter & Cai, Xiaoming, 2009, "Predicting recoveries and the importance of using enough information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7508, Oct.
- Jonas Dovern & Johannes Weisser, 2009, "Accuracy, Unbiasedness and Efficiency of Professional Macroeconomic Forecasts: An empirical Comparison for the G7," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2009-091, Nov.
- Sargent, Thomas & Ellison, Martin, 2009, "A defence of the FOMC," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7510, Oct.
- Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009, "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7445, Sep.
- Martin Mandler, 2009, "The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200945.
- Michael McAleer & Marcelo C. Medeiros, 2009, "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-686, Oct.
- Bacchetta, Philippe & van Wincoop, Eric & Beutler, Toni, 2009, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7383, Jul.
- Saltoglu, Burak & Yazgan, Ege, 2009, "The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market," MPRA Paper, University Library of Munich, Germany, number 18741.
- Abdul Hakim & Michael McAleer, 2009, "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-676, Oct.
- Martin Mandler, 2009, "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200947.
- Peter Tillmann, 2009, "The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200946.
- Item repec:imf:imfwpa:09/238 is not listed on IDEAS anymore
- K. Coussement & D. F. Benoit & D. Van Den Poel, 2009, "Improved Marketing Decision Making in a Customer Churn Prediction Context Using Generalized Additive Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 09/603, Jul.
- Lee, Kevin & Olekalns, Nils & Shields, Kalvinder, 2009, "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7426, Sep.