Report NEP-FOR-2010-06-26This 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:
- Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
- Jonathan H. Wright, 2010. "Evaluating real-time VAR forecasts with an informative democratic prior," Working Papers 10-19, Federal Reserve Bank of Philadelphia.
- Chevallier, Julien, 2010. "Volatility forecasting of carbon prices using factor models," Economics Papers from University Paris Dauphine 123456789/4349, Paris Dauphine University.
- Heikki Kauppi, 2010. "Yield-Curve Based Probability Forecasts of U.S. Recessions: Stability and Dynamics," Discussion Papers 57, Aboa Centre for Economics.
- Harin, Alexander, 2010. "Theorem of existence of ruptures in probability scale. Preliminary short version," MPRA Paper 23319, University Library of Munich, Germany.