Report NEP-FOR-2010-07-10This 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:
- M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2010. "Variable Selection, Estimation and Inference for Multi-period Forecasting Problems," DNB Working Papers 250, Netherlands Central Bank, Research Department.
- Marco Bardoscia & Roberto Bellotti, 2010. "A Dynamical Model for Forecasting Operational Losses," Papers 1007.0026, arXiv.org, revised Feb 2012.
- Ribeiro, Priscila Fernandes & Pereira, Pedro L. Valls, 2010. "Economic cycles and term structure: application to Brazil," Textos para discussão 259, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
- J L Ford & Zahid Muhammad, 2010. "Safety-First and Portfolio Selection: An Econometric Study for Pakistan's Banking Sector," Discussion Papers 10-18, Department of Economics, University of Birmingham.
- Fr\'ed\'eric Abergel & Mauro Politi, 2010. "Optimizing a basket against the efficient market hypothesis," Papers 1006.5230, arXiv.org.