Printed from https://ideas.repec.org/n/nep-for/2011-08-09.html
Report NEP-FOR-2011-08-09
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:
- Jing Tian & Heather M. Anderson, 2011, "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/11, Jul.
- Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias, 2011, "Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n01, Jan.
- Bermingham, Colin & D'Agostino, Antonello, 2011, "Understanding and forecasting aggregate and disaggregate price dynamics," Working Paper Series, European Central Bank, number 1365, Aug.
- Hans Gersbach & Volker Hahn, 2011, "Inflation Forecast Contracts," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 11/149, Jul.
- Wanfeng Yan & Reda Rebib & Ryan Woodard & Didier Sornette, 2011, "Detection of Crashes and Rebounds in Major Equity Markets," Papers, arXiv.org, number 1108.0077, Jul.
- Item repec:hum:wpaper:sfb649dp2011-048 is not listed on IDEAS anymore
- Item repec:kie:kieliw:1723 is not listed on IDEAS anymore
- Toshiaki Watanabe, 2011, "Quantile Forecasts of Financial Returns Using Realized GARCH Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-195, Jul.
- Alicia Rambaldi & Prasada Rao, 2011, "Hedonic Predicted House Price Indices Using Time-Varying Hedonic Models with Spatial Autocorrelation," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 432.
- Eiji Kurozumi & Kohei Aono, 2011, "Estimation and Inference in Predictive Regressions," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-192, May.