Printed from https://ideas.repec.org/n/nep-for/2011-09-16.html
Report NEP-FOR-2011-09-16
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:
- Herman O. Stekler & Raj M. Talwar, 2011, "Economic Forecasting in the Great Recession," Working Papers, The George Washington University, The Center for Economic Research, number 2011-005, Aug.
- Item repec:dgr:uvatin:20110125 is not listed on IDEAS anymore
- Anders Bredahl Kock & Timo Teräsvirta, 2011, "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-27, Aug.
- Anders Bredahl Kock & Timo Teräsvirta, 2011, "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-28, Aug.
- Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011, "Can oil prices forecast exchange rates?," Working Papers, Federal Reserve Bank of Philadelphia, number 11-34.
- Jaqueson K. Galimberti & Marcelo L. Moura, 2011, "Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 159.
- Luis E. Rojas, 2011, "Professional Forecasters: How to Understand and Exploit Them Through a DSGE Model," Borradores de Economia, Banco de la Republica, number 8945, Aug.
- Tara M. Sinclair & H.O. Stekler, 2011, "Examining the Quality of Early GDP Component Estimates," Working Papers, The George Washington University, The Center for Economic Research, number 2011-001, Feb, revised Dec 2011.
- Richard Pincak & Marian Repasan, 2011, "The string prediction models as an invariants of time series in forex market," Papers, arXiv.org, number 1109.0435, Sep, revised Oct 2012.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011, "Improving GDP Measurement: A Forecast Combination Perspective," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-028, Sep.
- Christoph Safferling, 2011, "Reward Prediction Error in Online Game Trades," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-31, Sep.
- Michele Berardi, 2011, "Heterogeneous sunspots solutions under learning and replicator dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 160.