Report NEP-FOR-2009-12-19

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Kolasa, Marcin & Rubaszek, Michał & Skrzypczyński, Paweł, 2009, "Putting the New Keynesian DSGE model to the real-time forecasting test," Working Paper Series, European Central Bank, number 1110, Nov.
• Bell go, C. & Laurent Ferrara, 2009, "Forecasting Euro-area recessions using time-varying binary response models for financial," Working papers, Banque de France, number 259.
• Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009, "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 200927, Dec.
• Espinoza, Raphael & Fornari, Fabio & Lombardi, Marco J., 2009, "The role of financial variables in predicting economic activity," Working Paper Series, European Central Bank, number 1108, Nov.
• Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009, "Combining VAR and DSGE forecast densities," Working Paper, Norges Bank, number 2009/23, Nov.
• Daniel O. Cajueiro & Jose A. Divino & Benjamin M. Tabak, 2009, "Forecasting the Yield Curve for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 197, Nov.
• Rangan Gupta & Christian K. Tipoy & Sonali Das, 2009, "Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?," Working Papers, University of Pretoria, Department of Economics, number 200926, Dec.
• Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009, "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/15, Dec.
• Item repec:rwi:repape:0155 is not listed on IDEAS anymore

• Stanislav Anatolyev & Natalia Kryzhanovskaya, 2009, "Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches," Working Papers, Center for Economic and Financial Research (CEFIR), number w0136, Nov.
• Eijffinger, Sylvester & Ehrmann, Michael & Fratzscher, Marcel, 2009, "The role of central bank transparency for guiding private sector forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7585, Dec.
• Molly E. Brown & Nathaniel Higgins & Beat Hintermann, 2009, "A Model of West African Millet Prices in Rural Markets," CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich, number 09-69, Nov.
• Item repec:fri:dqewps:wp0015 is not listed on IDEAS anymore

• K. W. De Bock & D. Van Den Poel & S. Manigart, 2009, "Predicting web site audience demographics for web advertising targeting using multi-web site clickstream data," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 09/618, Nov.