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Report NEP-FOR-2010-03-28
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:
- Ibarra-Ramírez Raúl, 2010, "Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?," Working Papers, Banco de México, number 2010-01, Mar.
- SBRANA, Giacomo & SILVESTRINI, Andrea, 2009, "What do we know about comparing aggregate and disaggregate forecasts?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009020, Mar.
- Item repec:imf:imfwpa:10/52 is not listed on IDEAS anymore
- Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010, "The Use of GARCH Models in VaR Estimation," Working Papers, University of Peloponnese, Department of Economics, number 0048.
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010, "Interest rate pass-through in the major European economies - the role of expectations," Discussion Papers, Department of Economics, University of Birmingham, number 10-07, Feb.
- S. Bordignon & D. Raggi, 2010, "Long memory and nonlinearities in realized volatility: a Markov switching approach," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 694, Feb.
- Item repec:hal:cesptp:halshs-00462454_v1 is not listed on IDEAS anymore
- Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010, "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201008, Mar.
- Ruthira Naraidoo & Ivan Paya, 2010, "Forecasting Monetary Rules in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201007, Mar.
- Item repec:imf:imfwpa:10/56 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:10/29 is not listed on IDEAS anymore
- Menzie D. Chinn & Olivier Coibion, 2010, "The Predictive Content of Commodity Futures," Working Papers, Economics Department, William & Mary, number 89, Mar.
- ROMBOUTS, Jeroen V.K. & STENTOFT, Lars, 2009, "Bayesian option pricing using mixed normal heteroskedasticity models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009013, Mar.
- Item repec:imf:imfwpa:10/24 is not listed on IDEAS anymore
- Das, Rituparna, 2010, "Econometric Models of Forecasting Money Supply in India," MPRA Paper, University Library of Munich, Germany, number 21392, Mar.
- Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010, "Short-term inflation projections: a Bayesian vector autoregressive approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-011, Mar.
- Adam Clements & Annastiina Silvennoinen, 2010, "Portfolio allocation: Getting the most out of realised volatility," NCER Working Paper Series, National Centre for Econometric Research, number 54, Mar, revised 06 May 2010.
- BAUWENS, Luc & ROMBOUTS, Jeroen, 2009, "On marginal likelihood computation in change-point models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009061, Oct.
- HEINEN, Andréas & VALDESOGO, Alfonso, 2009, "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009069, Nov.