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Report NEP-FOR-2011-04-30
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:
- Lanne, Markku & Nyberg, Henri & Saarinen, Erkka, 2011, "Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison," MPRA Paper, University Library of Munich, Germany, number 30254, Apr.
- Dimitris Korobilis, 2011, "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series, Rimini Centre for Economic Analysis, number 21_11, Apr.
- Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011, "Are realized volatility models good candidates for alternative Value at Risk prediction strategies?," MPRA Paper, University Library of Munich, Germany, number 30364, Apr.
- Christophe Boucher & Bertrand Maillet, 2011, "Detrending Persistent Predictors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00587775, Mar.
- Francois-Éric Racicot & Raymond Théoret, 2011, "Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp032011, Apr.
- Audrino, Francesco, 2011, "Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1112, Apr.
- Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang, 2011, "Demographics and The Behaviour of Interest Rates," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 388.
- Matteo Kalchschmidt, 2011, "Best practices in demand forecasting: tests of Universalistic, contingency and configurational theories," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 1102.
- Debernardi, Andrea & Grimaldi, Raffaele & Beria, Paolo, 2011, "Cost benefit analysis to assess modular investment: the case of the New Turin-Lyon Railway," MPRA Paper, University Library of Munich, Germany, number 30327, Mar.
- Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch, 2011, "SOEPL 2009 – An Estimated Dynamic Stochastic General Equilibrium Model for Policy Analysis And Forecasting," NBP Working Papers, Narodowy Bank Polski, number 83.