Report NEP-FOR-2010-12-18This 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:
- Hideyuki Takamizawa, 2010. "Term Structure Models Can Predict Interest Rate Volatility. But How?," Tsukuba Economics Working Papers 2010-008, Economics, Graduate School of Humanities and Social Sciences, University of Tsukuba.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers 744, Kyoto University, Institute of Economic Research.
- Genre, Véronique & Kenny, Geoff & Meyler, Aidan & Timmermann, Allan, 2010. "Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average?," Working Paper Series 1277, European Central Bank.
- Leung, Charles Ka Yui & Chow, Kenneth & Yiu, Matthew & Tam, Dickson, 2010. "House Market in Chinese Cities: Dynamic Modeling, In-Sampling Fitting and Out-of-Sample Forecasting," MPRA Paper 27367, University Library of Munich, Germany.
- Item repec:acb:camaaa:2010-34 is not listed on IDEAS anymore
- Leonardo Morales-Arias & Guilherme V. Moura, 2010. "A Conditionally Heteroskedastic Global Inflation Model," Kiel Working Papers 1666, Kiel Institute for the World Economy.
- Bańbura, Marta & Giannone, Domenico & Reichlin, Lucrezia, 2010. "Nowcasting," Working Paper Series 1275, European Central Bank.
- Skribans, Valerijs, 2010. "Construction industry forecasting system dynamic model," MPRA Paper 27323, University Library of Munich, Germany.
- Skribans, Valerijs, 2010. "Investments model development with the system dynamic method," MPRA Paper 27235, University Library of Munich, Germany.
- J. Kivinen & M. Warmuth, 2010. "Using Experts for Predicting Continuous Outcomes," Levine's Working Paper Archive 574, David K. Levine.