Printed from https://ideas.repec.org/n/nep-for/2011-06-11.html
Report NEP-FOR-2011-06-11
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:
- Kilian, Lutz & Alquist, Ron & Vigfusson, Robert J., 2011, "Forecasting the Price of Oil," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8388, May.
- Gary Koop & Dimitris Korobilis, 2011, "Forecasting Inflation Using Dynamic Model Averaging," Working Papers, University of Strathclyde Business School, Department of Economics, number 1119, Apr.
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011, "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1113, Apr.
- Gary Koop & Dimitris Korobilis, 2011, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers, University of Strathclyde Business School, Department of Economics, number 1118, Apr.
- Gary Koop, 2011, "Forecasting with Medium and Large Bayesian VARs," Working Papers, University of Strathclyde Business School, Department of Economics, number 1117, Apr.
- Massimiliano Caporin & Michael McAleer, 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/23, May.
- Andrea Monticini & Francesco Ravazzolo, 2011, "Forecasting the intraday market price of money," Working Paper, Norges Bank, number 2011/06, Jun.
- Kilian, Lutz & Baumeister, Christiane, 2011, "Real-Time Forecasts of the Real Price of Oil," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8414, Jun.
- Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011, "Time Varying Dimension Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1116, Apr.
- Item repec:dnb:dnbwpp:292 is not listed on IDEAS anymore
- Tsyplakov, Alexander, 2011, "Evaluating density forecasts: a comment," MPRA Paper, University Library of Munich, Germany, number 31184, May.
- Item repec:qmw:qmwecw:wp678 is not listed on IDEAS anymore
- Gary Koop & Lise Tole, 2011, "Forecasting the European Carbon Market," Working Papers, University of Strathclyde Business School, Department of Economics, number 1110, Apr.
- Adi Schnytzer & Janez Šušteršič, 2011, "The Regression Tournament: A Novel Approach to Prediction Model Assessment," Working Papers, Bar-Ilan University, Department of Economics, number 2011-10, Mar.
- Zafer Dilaver & Lester C Hunt, 2011, "Turkish Aggregate Electricity Demand: An Outlook to 2020," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 132, May.
- Adi Schnytzer & Martien Lamers & Vasiliki Makropoulou, 2011, "The Impact of Insider Trading on Forecasting in a Bookmakers' Horse Betting Market," Working Papers, Bar-Ilan University, Department of Economics, number 2011-14, Mar.
- Adi Schnytzer, 2011, "The Prediction Market for the Australian Football League," Working Papers, Bar-Ilan University, Department of Economics, number 2011-15, Mar.
- Charlotte Christiansen, 2011, "Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-20, May.