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Report NEP-FOR-2010-01-16
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:
- Item repec:hal:cesptp:halshs-00423871_v2 is not listed on IDEAS anymore
- 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 Connecticut, Department of Economics, number 2009-42, Dec.
- Anders Bredahl Kock & Timo Teräsvirta, 2010, "Forecasting with nonlinear time series models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-01, Jan.
- Guidi, Francesco, 2010, "Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models," MPRA Paper, University Library of Munich, Germany, number 19851, Jan.
- Chanont Banternghansa & Michael W. McCracken, 2009, "Forecast disagreement among FOMC members," Working Papers, Federal Reserve Bank of St. Louis, number 2009-059, DOI: 10.20955/wp.2009.059.
- Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2009, "Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy," Working Papers, Brock University, Department of Economics, number 0910, Dec, revised Oct 2010.
- Julien Chevallier & Benoît Sévi, 2009, "On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting," Working Papers, Fondazione Eni Enrico Mattei, number 2009.113, Dec.
- Leo Krippner & Leif Anders Thorsrud, 2009, "Forecasting New Zealand's economic growth using yield curve information," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/18, Dec.
- Wändi Bruine de Bruin & Charles F. Manski & Giorgio Topa & Wilbert Van der Klaauw, 2009, "Measuring consumer uncertainty about future inflation," Staff Reports, Federal Reserve Bank of New York, number 415.
- Ulrich Fritsche & Ullrich Heilemann, 2010, "Too Many Cooks? The German Joint Diagnosis and Its Production," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201001, Jan.
- Michael B Devereux & Gregor W Smith & James Yetman, 2009, "Consumption and real exchange rates in professional forecasts," BIS Working Papers, Bank for International Settlements, number 295, Dec.
- Felix Geiger & Oliver Sauter & Kai D. Schmid, 2009, "The Camp View of Inflation Forecasts," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 320/2009, Dec.
- Gebhard Kirchgässner & Jürgen Wolters, 2009, "The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2009-30, Dec.
- Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009, "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers, Bank of Canada, number 09-35, DOI: 10.34989/swp-2009-35.
- Peña Tonatiuh & Martínez Serafín & Abudu Bolanle, 2009, "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Working Papers, Banco de México, number 2009-18, Dec.
- El Bouhadi, Abdelhamid & Achibane, Khalid, 2009, "The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?," MPRA Paper, University Library of Munich, Germany, number 19482, Dec.
- De Leon, Marycruz & Fullerton, Thomas M., Jr. & Kelley, Brian W., 2009, "Tolls, Exchange Rates, and Borderplex International Bridge Traffic," MPRA Paper, University Library of Munich, Germany, number 19861, Jun.
- Marlene Amstad & Simon M. Potter, 2009, "Real time underlying inflation gauges for monetary policymakers," Staff Reports, Federal Reserve Bank of New York, number 420.