Report NEP-FOR-2011-11-28This 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.
The following items were announced in this report:
- Turgut Kisinbay & Chikako Baba, 2011. "Predicting Recessions; A New Approach for Identifying Leading Indicators and Forecast Combinations," IMF Working Papers 11/235, .
- David A Reichsfeld & Shaun K. Roache, 2011. "Do Commodity Futures Help Forecast Spot Prices?," IMF Working Papers 11/254, .
- Björn van Roye, 2011. "Financial stress and economic activity in Germany and the Euro Area," Kiel Working Papers 1743, Kiel Institute for the World Economy.
- Helmut Herwartz & Konstantin A. Kholodilin, 2011. "In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence," Discussion Papers of DIW Berlin 1173, DIW Berlin, German Institute for Economic Research.
- Wei Dong & Deokwoo Nam, 2011. "Exchange Rates and Individual Good’s Price Misalignment: Some Preliminary Evidence of Long-Horizon Predictability," Discussion Papers 11-8, Bank of Canada.
- Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2011. "Individual exchange rate forecasts and expected fundamentals," ZEW Discussion Papers 11-062, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Item repec:cms:1asb11:2011-010-108 is not listed on IDEAS anymore
- Alexandros E. Milionis & Evangelia Papanagiotou, 2011. "Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns," Working Papers 134, Bank of Greece.
- Seongman Moon & Carlos Velasco, 2011. "The Forward Discount Puzzle: Identi cation of Economic Assumptions," Working Papers 1112, Research Institute for Market Economy, Sogang University.
- Marcella Drummond & Felix Mora-Camino & Luis Gustavo Cruz & Amaranto Pereira, 2011. "A Bi-Level Scheme For Assessing The Impact Of Air Transportation On Local Development," ERSA conference papers ersa11p891, European Regional Science Association.
- Seongman Moon & Carlos Velasco, 2011. "On the Properties of Regression Tests of Asset Return Predictability," Working Papers 1111, Research Institute for Market Economy, Sogang University.