Report NEP-FOR-2011-12-19

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Kilian, Lutz & Baumeister, Christiane, 2011, "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8698, Dec.
• Item repec:kie:kieliw:1746 is not listed on IDEAS anymore

• Peter Christoffersen & Kris Jacobs & Bo Young Chang, 2011, "Forecasting with Option Implied Information," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-46, Dec.
• Leandro D�Aurizio & Stefano Iezzi, 2011, "Investment forecasting with business survey data," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 832, Nov.
• Dewachter, Hans & Houssa, Romain & Lyrio, Marco & Kaltwasser, Pablo Rovira, 2011, "Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_260, Oct.
• Riane de Bruyn & Rangan Gupta & Lardo stander, 2011, "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201134, Dec.
• Richard G. Anderson & Kevin L. Kliesen, 2011, "How does the FOMC learn about economic revolutions? evidence from the New Economy Era, 1994-2001," Working Papers, Federal Reserve Bank of St. Louis, number 2011-041, DOI: 10.20955/wp.2011.041.
• Manuel Lukas, 2011, "Return Predictability, Model Uncertainty, and Robust Investment," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-42, Nov.
• Emanuela Ciapanna & Marco Taboga, 2011, "Bayesian analysis of coefficient instability in dynamic regressions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 836, Nov.
• Item repec:dgr:uvatin:20110175 is not listed on IDEAS anymore

• Travis J. Berge & Òscar Jordà, 2011, "A chronology of turning points in economic activity: Spain 1850-2011," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-28.
• Diego Amaya & Peter Christoffersen & Kris Jacobs & Aurelio Vasquez, 2011, "Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-44, Jul.
• Item repec:rcr:wpaper:07_11 is not listed on IDEAS anymore