Report NEP-FOR-2011-05-07This 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:
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
- Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics 11/16, University of Canterbury, Department of Economics and Finance.
- Orth, Walter, 2011. "Multi-period credit default prediction with time-varying covariates," MPRA Paper 30507, University Library of Munich, Germany.
- Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz, 2011. "A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets," MPRA Paper 30475, University Library of Munich, Germany.
- Gianni De Nicolò & Marcella Lucchetta, 2011. "Systemic Risks and the Macroeconomy," NBER Working Papers 16998, National Bureau of Economic Research, Inc.
- Nguefack-Tsague, Georges & Tanya K. N., Agatha, 2011. "Using weight-for-age for predicting wasted children," MPRA Paper 30357, University Library of Munich, Germany.