Report NEP-FOR-2011-03-26This 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:
- Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," Economics Series 2011_1, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Roman Horvath & Lubos Komarek & Filip Rozsypal, 2010. "Does Money Help Predict Inflation? An Empirical Assessment for Central Europe," Working Papers 2010/05, Czech National Bank, Research Department.
- Balli, Faruk & Elsamadisy, Elsayed, 2010. "Modelling the Currency in Circulation for the State of Qatar," MPRA Paper 20159, University Library of Munich, Germany.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
- Márcio Laurini & Luiz Koodi Hotta, 2011. "Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations," IBMEC RJ Economics Discussion Papers 2011-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
- Item repec:eui:euiwps:eco2011/03 is not listed on IDEAS anymore
- Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
- Kiygi Calli, M. & Weverbergh, M. & Franses, Ph.H.B.F., 2010. "To Aggregate or Not to Aggregate: Should decisions and models have the same frequency?," ERIM Report Series Research in Management ERS-2010-046-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Janine Aron & John Muellbauer, 2011. "Modelling and Forecasting with County Court Data: Regional Mortgage Possession Claims and Orders in England and Wales," SERC Discussion Papers 0070, Spatial Economics Research Centre, LSE.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2011. "Extracting deflation probability forecasts from Treasury yields," Working Paper Series 2011-10, Federal Reserve Bank of San Francisco.
- Trevor Breusch & Farshid Vahid, 2011. "Global Temperature Trends," Monash Econometrics and Business Statistics Working Papers 4/11, Monash University, Department of Econometrics and Business Statistics.
- Item repec:eui:euiwps:eco2011/05 is not listed on IDEAS anymore