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Report NEP-FOR-2011-01-30
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:
- Leonardo Morales-Arias & Alexander Dross, 2010, "Adaptive Forecasting of Exchange Rates with Panel Data," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 285, Oct.
- Roxana Halbleib & Valeri Voev, 2011, "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-03, Jan.
- Roxana Halbleib & Valerie Voev, 2010, "Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-041, Dec.
- Xin Jin & John M. Maheu, 2011, "Modelling Realized Covariances and Returns," Working Paper series, Rimini Centre for Economic Analysis, number 08_11, Jan.
- Ardia, David & Lennart, Hoogerheide & Nienke, Corré, 2011, "Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?," MPRA Paper, University Library of Munich, Germany, number 28259, Jan.
- Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-01.
- Ulrich K. Müller & James H. Stock, 2011, "Forecasts in a Slightly Misspecified Finite Order VAR," NBER Working Papers, National Bureau of Economic Research, Inc, number 16714, Jan.
- Bera, Soumitra Kumar, 2010, "Forecasting model of small scale industrial sector of West Bengal," MPRA Paper, University Library of Munich, Germany, number 28144, Nov.
- Junko Koeda, 2011, "How Does Yield Curve Predict GDP Growth? A Macro-Finance Approach Revisited," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-784, Jan.
- Abbas, Qaiser & Rashid, Abdul, 2011, "Modeling Bankruptcy Prediction for Non-Financial Firms: The Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 28161, Jan.
- Graziani, Rebecca & Keilman, Nico, 2010, "The sensitivity of the Scaled Model of Error with respect to the choice of the correlation parameters: A Simulation Study," Memorandum, Oslo University, Department of Economics, number 22/2010, Nov.