Printed from https://ideas.repec.org/n/nep-for/2011-11-07.html
Report NEP-FOR-2011-11-07
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:
- Item repec:kie:kieliw:1737 is not listed on IDEAS anymore
- Paulo Esteves, 2011, "Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice," Working Papers, Banco de Portugal, Economics and Research Department, number w201129.
- Kenneth Beauchemin & Saeed Zaman, 2011, "A medium scale forecasting model for monetary policy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1128.
- Tierney, Heather L.R., 2011, "Forecasting and tracking real-time data revisions in inflation persistence," MPRA Paper, University Library of Munich, Germany, number 34439, Nov.
- Pesaran, M.H. & Pick, A. & Pranovich, M., 2011, "Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1163, Oct.
- Item repec:dgr:eureir:1765026660 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765026656 is not listed on IDEAS anymore
- Joao Frois Caldeira & Guilherme Valle Moura & Marcelo Savino Portugal, 2011, "Efficient Interest Ratecurve Estimation And Forecasting In Brazil," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 133.
- Paulo M.M. Rodrigues & Nazarii Salish, 2011, "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers, Banco de Portugal, Economics and Research Department, number w201128.
- Piotr Białowolski, 2011, "Forecasting inflation with consumer survey data – application of multi-group confirmatory factor analysis to elimination of the general sentiment factor," NBP Working Papers, Narodowy Bank Polski, number 100.
- Reimer, Kerstin & Albers, Sönke, 2011, "Modeling Repeat Purchases in the Internet when RFM Captures Past Influence of Marketing," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 50730.
- Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011, "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8635, Nov.
- Gozgor, Giray & Nokay, Pinar, 2011, "Comparing forecast performances among volatility estimation methods in the pricing of european type currency options of USD-TL and Euro-TL," MPRA Paper, University Library of Munich, Germany, number 34369, Jan.
- Pascual, Lorenzo & Ruiz Ortega, Esther & Fresoli, Diego Eduardo, 2011, "Bootstrap forecast of multivariate VAR models without using the backward representation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws113426, Oct.
- Item repec:hal:wpaper:halshs-00636602 is not listed on IDEAS anymore
- Lundberg, Mattias & Jenpanitsub, Anchalee & Pyddoke, Roger, 2011, "Cost overruns in Swedish transport projects," Working papers in Transport Economics, CTS - Centre for Transport Studies Stockholm (KTH and VTI), number 2011:11, Nov.
- Haroon Mumtaz, 2011, "Estimating the impact of the volatility of shocks: a structural VAR approach," Bank of England working papers, Bank of England, number 437, Oct.
- Jonsson, Robert, 2011, "A Markov Chain Model for Analysing the Progression of Patient’s Health States," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2011:6, Oct.