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Report NEP-FOR-2011-12-13
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:
- Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011, "The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting," MPRA Paper, University Library of Munich, Germany, number 35252, Oct.
- Cuevas Rumín, Ángel & Quilis, Enrique M. & Espasa, Antoni, 2011, "Combining benchmarking and chain-linking for short-term regional forecasting," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws114130, Dec.
- Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011, "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 201132, Dec.
- Kauder, Björn, 2011, "Institutions and Public Sector Performance: Empirical Analyses of Revenue Forecasting and Spatial Administrative Structures," Munich Dissertations in Economics, University of Munich, Department of Economics, number 13683, Nov.
- Huyn Hak Kim & Norman R. Swanson, 2011, "Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence," Departmental Working Papers, Rutgers University, Department of Economics, number 201119, May.
- Dimpfl, Thomas & Jank, Stephan, 2011, "Can Internet search queries help to predict stock market volatility?," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 18.
- Norman R. Swanson & Andres Fernandez, 2011, "Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting," Departmental Working Papers, Rutgers University, Department of Economics, number 201113, May.
- Stordahl, Kjell, 2011, "Long-term penetration and traffic forecasts for the Western European fixed broadband market," 22nd European Regional ITS Conference, Budapest 2011: Innovative ICT Applications - Emerging Regulatory, Economic and Policy Issues, International Telecommunications Society (ITS), number 52210.
- Norman R. Swanson & Lili Cai, 2011, "In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008," Departmental Working Papers, Rutgers University, Department of Economics, number 201102, May.
- Breitung, Jörg & Schmeling, Maik, 2011, "Quantifying survey expectations: What's wrong with the probability approach?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-485, Dec.
- Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011, "Is the Chinese Stock Market Really Efficient," MPRA Paper, University Library of Munich, Germany, number 35219, Aug.
- Thiago De Oliveira Souza, 2011, "Forecasting Investment-Grade Credit-Spreads. A Regularized Approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-037, Nov.
- Norman R. Swanson & Nii Ayi Armah, 2011, "Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments," Departmental Working Papers, Rutgers University, Department of Economics, number 201105, May.
- Norman R. Swanson & Nii Ayi Armah, 2011, "Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators," Departmental Working Papers, Rutgers University, Department of Economics, number 201115, May.
- Norman R. Swanson & Nii Ayi Armah, 2011, "Diffusion Index Models and Index Proxies: Recent Results and New Directions," Departmental Working Papers, Rutgers University, Department of Economics, number 201114, May.
- Xiangjin Shen & Hiroki Tsurumi, 2011, "Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201126, Jun.
- Norman R. Swanson & Nii Ayi Armah, 2011, "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers, Rutgers University, Department of Economics, number 201103, May.
- Luisa Bastos & Machiel Bos & Rui Caldeira & Xavier Couvelard & Sheila Allis & Ana Bio & Isabel Araujo & Joana Fernandes & Clara Lazaro, 2011, "Monitoring and Forecasting Ocean Dynamics at a Regional Scale," Spatial and Organizational Dynamics Discussion Papers, CIEO-Research Centre for Spatial and Organizational Dynamics, University of Algarve, number 2011-14, Nov.