Report NEP-FOR-2010-05-02This 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:
- Han Lin Shang & Rob J Hyndman & Heather Booth, 2010. "A comparison of ten principal component methods for forecasting mortality rates," Monash Econometrics and Business Statistics Working Papers 8/10, Monash University, Department of Econometrics and Business Statistics.
- Gambetti, Luca & D’Agostino, Antonello & Giannone, Domenico, 2010. "Macroeconomic forecasting and structural change," Working Paper Series 1167, European Central Bank.
- Peter Tillmann, 2010. "Strategic Forecasting on the FOMC," MAGKS Papers on Economics 201017, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Stephen Hall & Kavita Sirichand, 2010. "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics 10/09, Department of Economics, University of Leicester.
- Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers 2010-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Michiel De Pooter & Francesco Ravazzolo & Dick Van Dijk, 2010. "Term structure forecasting using macro factors and forecast combination," International Finance Discussion Papers 993, Board of Governors of the Federal Reserve System (U.S.).
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 4/01. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 3/01. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 4/01. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics 10/16, University of Canterbury, Department of Economics and Finance.
- Katja Drechsel & Rolf Scheufele, 2010. "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers 10, Halle Institute for Economic Research.
- George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
- Ida Wolden Bache & Leif Brubakk & Junior Maih, 2010. "Simple rules versus optimal policy: what fits?," Working Paper 2010/03, Norges Bank.
- Nektarios Aslanidis & Charlotte Christiansen, 2010. "Smooth Transition Patterns in the Realized Stock Bond Correlation," CREATES Research Papers 2010-15, Department of Economics and Business Economics, Aarhus University.
- Michael McAleer & Chatayan Wiphatthanananthakul, 3/01. "A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options," Working Papers in Economics 10/15, University of Canterbury, Department of Economics and Finance.
- David de Antonio Liedo, 2010. "General Equilibrium Restrictions for Dynamic Factor Models," Working Papers 1012, Banco de España;Working Papers Homepage.