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Report NEP-FOR-2010-05-29
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:dgr:eureir:1765019359 is not listed on IDEAS anymore
- Heather M Anderson & Farshid Vahid, 2010, "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/10, May.
- Item repec:dgr:eureir:1765019358 is not listed on IDEAS anymore
- Naszodi, Anna, 2010, "Testing the asset pricing model of exchange rates with survey data," Working Paper Series, European Central Bank, number 1200, May.
- Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010, "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche, CIRPEE, number 1021.
- Michael McAleer & Marcelo C. Medeiros, 2010, "Forecasting Realized Volatility with Linear and Nonlinear Univariate Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/28, May.
- Carlos Fonseca Marinheiro, 2010, "Fiscal sustainability and the accuracy of macroeconomic forecasts: do supranational forecasts rather than government forecasts make a difference?," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2010-07, May.
- Item repec:ner:maastr:urn:nbn:nl:ui:27-22624 is not listed on IDEAS anymore
- Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010, "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/21, May.
- Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010, "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-523, May.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010, "Are Some Forecasters Really Better Than Others?," Research Technical Papers, Central Bank of Ireland, number 5/RT/10, Apr.
- Bańbura, Marta & Modugno, Michele, 2010, "Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data," Working Paper Series, European Central Bank, number 1189, May.
- Timothy Shields, 2010, "Do Analysts Tell the Truth? Do Shareholders Listen? An Experimental Study of Analysts' Forecasts and Shareholder Reaction," Working Papers, Chapman University, Economic Science Institute, number 10-06, Jan.
- Aaron Tornell & Chunming Yuan, , "Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates," UMBC Economics Department Working Papers, UMBC Department of Economics, number 09-116, revised 01 Nov 2009.
- Razzak, Weshah, 2010, "Predicting Instability," MPRA Paper, University Library of Munich, Germany, number 22804, May.