Report NEP-FOR-2012-01-03This 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:
- M Hashem Pesaran & Andreas Pick & Mikhail Pranovich, 2011. "Optimal Forecasts in the Presence of Structural Breaks," DNB Working Papers 327, Netherlands Central Bank, Research Department.
- Geweke, John & Amisano, Gianni, 2011. "Analysis of variance for bayesian inference," Working Paper Series 1409, European Central Bank.
- Philipp an de Meulen & Martin Micheli & Torsten Schmidt, 2011. "Forecasting House Prices in Germany," Ruhr Economic Papers 0294, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Michal Franta & Jozef Barunik & Roman Horvath & Katerina Smidkova, 2011. "Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests," Working Papers 2011/10, Czech National Bank, Research Department.
- Müller, Hans Christian, 2011. "Forecast Errors in Undisclosed Management Sales Forecasts: The Disappearance of the Overoptimism Bias," DICE Discussion Papers 40, Düsseldorf Institute for Competition Economics (DICE), University of Düsseldorf.
- Lassila, Jukka & Valkonen, Tarmo & Alho, Juha M., 2011. "Fiscal sustainability and policy rules under changing demographic forecasts," Discussion Papers 1265, The Research Institute of the Finnish Economy.
- Lahura, Erick & Vega, Marco, 2011. "Wavelet-based Core Inflation Measures: Evidence from Peru," Working Papers 2011-019, Banco Central de Reserva del Perú.
- Mona Chitnis & Lester C Hunt, 2011. "What drives the change in UK household energy expenditure and associated CO2 emissions? Implication and forecast to 2020," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 134, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.