Printed from https://ideas.repec.org/n/nep-for/2010-05-02.html
Report NEP-FOR-2010-05-02
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:
- 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, Monash University, Department of Econometrics and Business Statistics, number 8/10, Apr.
- Giannone, Domenico & D'Agostino, Antonello & Gambetti, Luca, 2010, "Macroeconomic forecasting and structural change," Working Paper Series, European Central Bank, number 1167, Apr.
- Peter Tillmann, 2010, "Strategic Forecasting on the FOMC," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201017.
- Stephen Hall & Kavita Sirichand, 2010, "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 10/09, Mar.
- Item repec:acb:camaaa:2010-10 is not listed on IDEAS anymore
- Michiel De Pooter & Francesco Ravazzolo & Dick van Dijk, 2010, "Term structure forecasting using macro factors and forecast combination," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 993.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Are Forecast Updates Progressive?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/12, Apr.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/09, Mar.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/16, Apr.
- Item repec:iwh:dispap:10-10 is not listed on IDEAS anymore
- 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, Central Bank of Brazil, Research Department, number 205, Apr.
- Ida Wolden Bache & Leif Brubakk & Junior Maih, 2010, "Simple rules versus optimal policy: what fits?," Working Paper, Norges Bank, number 2010/03, Apr.
- Nektarios Aslanidis & Charlotte Christiansen, 2010, "Smooth Transition Patterns in the Realized Stock Bond Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-15, Apr.
- Michael McAleer & Chatayan Wiphatthanananthakul, 2010, "A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/15, Mar.
- David de Antonio Liedo, 2010, "General Equilibrium Restrictions for Dynamic Factor Models," Working Papers, Banco de España, number 1012, Apr.