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Report NEP-FOR-2011-07-27
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:
- Tommaso, Proietti & Helmut, Luetkepohl, 2011, "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper, University Library of Munich, Germany, number 32294, Jul.
- Maximo Camacho & Agustin Garcia-Serrador, 2011, "The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts," Working Papers, BBVA Bank, Economic Research Department, number 1120, Jun.
- Item repec:acb:camaaa:2011-23 is not listed on IDEAS anymore
- Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers, Kyoto University, Institute of Economic Research, number 784, Jul.
- John Cotter, 2011, "Varying the VaR for Unconditional and Conditional Environments," Working Papers, Geary Institute, University College Dublin, number 200419, 07.
- M.H. Middeldorp, 2011, "FOMC Communication Policy and the Accuracy of Fed Funds Futures," Working Papers, Utrecht School of Economics, number 11-13.
- M. Middeldorp, 2011, "Central Bank Transparency, the Accuracy of Professional Forecasts, and Interest Rate Volatility," Working Papers, Utrecht School of Economics, number 11-12.
- Alessandra Tracogna & Stefania Pelizzari, 2011, "Furniture distribution in Russia," CSIL reports, CSIL Centre for Industrial Studies, number S62, Jun.
- Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-27.