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Report NEP-FOR-2010-10-16
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:
- Todd E. Clark & Michael W. McCracken, 2010, "Reality checks and nested forecast model comparisons," Working Papers, Federal Reserve Bank of St. Louis, number 2010-032, DOI: 10.20955/wp.2010.032.
- Buchen, Teresa & Wohlrabe, Klaus, 2010, "Forecasting with many predictors - Is boosting a viable alternative?," Discussion Papers in Economics, University of Munich, Department of Economics, number 11788, Sep.
- Todd E. Clark & Michael W. McCracken, 2010, "Testing for unconditional predictive ability," Working Papers, Federal Reserve Bank of St. Louis, number 2010-031, DOI: 10.20955/wp.2010.031.
- Item repec:ner:leuven:urn:hdl:123456789/277099 is not listed on IDEAS anymore
- Christian Dreger & Konstantin A. Kholodilin, 2010, "Forecasting Private Consumption by Consumer Surveys," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1066.
- Madeleine Andreff & Wladimir Andreff, 2010, "Economic Prediction of Sport Performances: From Beijing Olympics to 2010 FIFA World Cup in South Africa," Working Papers, International Association of Sports Economists;North American Association of Sports Economists, number 1008, Oct.
- Item repec:imf:imfwpa:10/203 is not listed on IDEAS anymore
- Maximo Camacho & Rafael Domenech, 2010, "MICA-BBVA: A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting," Working Papers, BBVA Bank, Economic Research Department, number 1021, Aug.
- Item repec:imf:imfwpa:10/212 is not listed on IDEAS anymore
- Daniel L. Thornton & Giorgio Valente, 2010, "Predicting bond excess returns with forward rates: an asset-allocation perspective," Working Papers, Federal Reserve Bank of St. Louis, number 2010-034, DOI: 10.20955/wp.2010.034.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010, "Asymmetry and Long Memory in Volatility Modelling," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/60, Oct.
- N. Vijayamohanan Pillai, 2010, "Electricity Demand Analysis and Forecasting- The Tradition is Questioned," Working Papers, eSocialSciences, number id:2966, Oct.
- Zafer Dilaver & Lester C Hunt, 2010, "Industrial Electricity Demand for Turkey: A Structural Time Series Analysis," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 129, Sep.
- Kostas Mouratidis & Dimitris Kenourgios & Aris Samitas, 2010, "Evaluating currency crisis:A multivariate Markov switching approach," Working Papers, The University of Sheffield, Department of Economics, number 2010018, Oct, revised Oct 2010.
- Richard S. Ruback, 2010, "Valuation when Cash Flow Forecasts are Biased," Harvard Business School Working Papers, Harvard Business School, number 11-036, Oct.
- Item repec:imf:imfwpa:10/196 is not listed on IDEAS anymore