Printed from https://ideas.repec.org/n/nep-for/2011-01-03.html
Report NEP-FOR-2011-01-03
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:
- Clements, Michael P., 2010, "Why are survey forecasts superior to model forecasts?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 954.
- Clements, Michael P. & Galvão, Ana Beatriz, 2010, "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 953.
- Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose, 2010, "Probabilistic Forecasts of Volatility and its Risk Premia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/10, Dec.
- Marco J. Lombardi & Philipp Maier, 2010, "‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession," Staff Working Papers, Bank of Canada, number 10-37, DOI: 10.34989/swp-2010-37.
- David de Antonio Liedo & Elena Fernández Muñoz, 2010, "Nowcasting Spanish GDP growth in real time: "One and a half months earlier"," Working Papers, Banco de España, number 1037, Dec.
- Manabu Asai & Michael McAleer, 2010, "Dynamic Conditional Correlations for Asymmetric Processes," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/76, Dec.
- David E. Allen & Michael McAleer & Marcel Scharth, 2010, "Realized Volatility Risk," KIER Working Papers, Kyoto University, Institute of Economic Research, number 753, Dec.
- Item repec:hhs:bofrdp:2010_019 is not listed on IDEAS anymore
- Philippe Andrade & Hervé Le Bihan, 2010, "Inattentive professional forecasters," Working papers, Banque de France, number 307.
- Maral Kichian & Rumler Fabio & Paul Corrigan, 2010, "Semi-Structural Models for Inflation Forecasting," Staff Working Papers, Bank of Canada, number 10-34, DOI: 10.34989/swp-2010-34.
- Item repec:hum:wpaper:sfb649dp2010-062 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-00547744_v1 is not listed on IDEAS anymore