Printed from https://ideas.repec.org/n/nep-for/2011-07-02.html
Report NEP-FOR-2011-07-02
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:
- Ralf Brüggemann & Helmut Lütkepohl, 2011, "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-23, Apr.
- Birk Kraas & Marion Schroedter-Homscheidt & Benedikt Pulvermüller & Reinhard Madlener, 2011, "Economic Assessment of a Concentrating Solar Power Forecasting System for Participation in the Spanish Electricity Market," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 12/2011, May.
- Lidia Sanchis-Marco & Antonio Rubia Serrano, 2011, "On downside risk predictability through liquidity and trading activity: a quantile regression approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-14, Jun.
- Massimiliano Caporin & Michael McAleer, 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-20.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011, "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/25, Jun.
- Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011, "Analyzing Fixed-event Forecast Revisions," KIER Working Papers, Kyoto University, Institute of Economic Research, number 779, Jun.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011, "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-24.
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011, "Hierarchical shrinkage in time-varying parameter models," MPRA Paper, University Library of Munich, Germany, number 31827, Jun.
- Rebecca Hellerstein, 2011, "Global bond risk premiums," Staff Reports, Federal Reserve Bank of New York, number 499.
- Item repec:imf:imfwpa:11/116 is not listed on IDEAS anymore
- Pedro C. Magalhães & Luís Francisco Aguiar & Michael S. Lewis-Beck, 2011, "Forecasting Spanish Elections," NIPE Working Papers, NIPE - Universidade do Minho, number 17/2011.
- Angelica Gianfreda & Luigi Grossi, 2011, "Forecasting Italian Electricity Zonal Prices with Exogenous Variables," Working Papers, University of Verona, Department of Economics, number 01/2011, Jan.
- Carlos Manuel Rodrigues Vieira & Isabel Maria Pereira Viegas Vieira, 2011, "Determinants and projections of demand for higher education in Portugal," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2011_15.
- Song Song & Peter J. Bickel, 2011, "Large Vector Auto Regressions," Papers, arXiv.org, number 1106.3915, Jun.
- Wintenberger, Olivier & Cai, Sixiang, 2011, "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper, University Library of Munich, Germany, number 31767, Jun.
- Item repec:imf:imfwpa:11/125 is not listed on IDEAS anymore
- Tin Cheuk Leung & Kwok Ping Tsang, 2011, "Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?," Working Papers, Hong Kong Institute for Monetary Research, number 162011, May.