Report NEP-FOR-2010-11-20This 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:
- Adrian Pagan, 2010. "Can Turkish Recessions be Predicted?," NCER Working Paper Series 63, National Centre for Econometric Research.
- Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Cholesky-MIDAS model for predicting stock portfolio volatility," NCER Working Paper Series 60, National Centre for Econometric Research.
- Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Kernel Technique for Forecasting the Variance-Covariance Matrix," NCER Working Paper Series 66, National Centre for Econometric Research.
- João Valle e Azevedo & Ana Pereira, 2010. "Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates," Working Papers w201024, Banco de Portugal, Economics and Research Department.
- Sinha, Pankaj & Gupta, Sushant & Randev, Nakul, 2010. "Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession," MPRA Paper 26539, University Library of Munich, Germany.
- Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," SERC Discussion Papers 0052, Spatial Economics Research Centre, LSE.
- Guglielmo Caporale & Davide Ciferri & Alessandro Girardi, 2010. "Time-varying spot and futures oil price dynamics," Quaderni del Dipartimento di Economia, Finanza e Statistica 75/2010, Università di Perugia, Dipartimento Economia.
- Katsuhiko Muramiya & Tomomi Takada, 2010. "Reporting of Internal Control Deficiencies, Restatements, and Management Forecasts," Discussion Paper Series DP2010-32, Research Institute for Economics & Business Administration, Kobe University.
- Berg, Nathan & Biele, Guido & Gigerenzer, Gerd, 2010. "Does consistency predict accuracy of beliefs?: Economists surveyed about PSA," MPRA Paper 26590, University Library of Munich, Germany.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics 10/66, University of Canterbury, Department of Economics and Finance.
- Item repec:dgr:kubcen:2010112 is not listed on IDEAS anymore