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Report NEP-FOR-2011-04-09
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:
- Iqbal, Javed, 2011, "Forecasting Performance of Alternative Error Correction Models," MPRA Paper, University Library of Munich, Germany, number 29826, Mar, revised 19 Mar 2011.
- Paolo Zagaglia, 2011, "Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback," Working Paper series, Rimini Centre for Economic Analysis, number 19_11, Mar.
- Philipp Maier, 2011, "Mixed Frequency Forecasts for Chinese GDP," Staff Working Papers, Bank of Canada, number 11-11, DOI: 10.34989/swp-2011-11.
- Michael McAleer & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral, 2011, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 767, Apr.
- John Cotter, 2011, "Varying the VaR for Unconditional and Conditional Environments," Papers, arXiv.org, number 1103.5649, Mar.
- Xiaoshan Chen & Ronald MacDonald, 2011, "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Working Papers, Business School - Economics, University of Glasgow, number 2011_04, Jan.