Report NEP-FOR-2010-05-15
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:
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2010, "Forecasting with DSGE models," Working Paper Series, European Central Bank, number 1185, May.
- Item repec:dgr:uvatin:20090107 is not listed on IDEAS anymore
- David Hendry & Michael P. Clements, 2010, "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers, University of Oxford, Department of Economics, number 484, May.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/19, Apr.
- Yin Liao & Heather Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-520, May.
- Antonello D'Agostino & Kieran McQuinn & Karl Whelan, 2010, "Are some forecasters really better than others?," Working Papers, School of Economics, University College Dublin, number 201012, Apr.
- Periklis Gogas & Ioannis Pragidis, 2010, "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 2-2010, May.
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