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Report NEP-FOR-2012-02-20
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:
- Adam E Clements & Ayesha Scott & Annastiina Silvennoinen, 2012, "Forecasting multivariate volatility in larger dimensions: some practical issues," NCER Working Paper Series, National Centre for Econometric Research, number 80, Feb.
- Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti, 2012, "Forecasting economic activity with higher frequency targeted predictors," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 847, Jan.
- Christiane Baumeister & Lutz Kilian, 2012, "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," Staff Working Papers, Bank of Canada, number 12-1, DOI: 10.34989/swp-2012-1.
- Puah, Chin-Hong & Chong, Lucy Lee-Yun & Jais, Mohamad, 2011, "Testing the Rational Expectations Hypothesis on the Retail Trade Sector Using Survey Data from Malaysia," MPRA Paper, University Library of Munich, Germany, number 36699, Oct.
- Carl Schmertmann & Emilio Zagheni & Joshua R. Goldstein & Mikko Myrskylä, 2012, "Bayesian forecasting of cohort fertility," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2012-003, DOI: 10.4054/MPIDR-WP-2012-003.
- Wong, Shirly Siew-Ling & Abu Mansor, Shazali & Puah, Chin-Hong & Liew, Venus Khim-Sen, 2012, "Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator," MPRA Paper, University Library of Munich, Germany, number 36649, Feb.
- Cayton, Peter Julian A. & Mapa, Dennis S., 2012, "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper, University Library of Munich, Germany, number 36206, Jan.
- Knüppel, Malte, 2011, "Evaluating the calibration of multi-step-ahead density forecasts using raw moments," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,32.
- Magdalena Szyszko, 2011, "The interdependences of central bank’s forecasts and economic agents inflation expectations.Empirical study," NBP Working Papers, Narodowy Bank Polski, number 105.
- Adam E Clements & Annastiina Silvennoinen, 2011, "Volatility timing and portfolio selection: How best to forecast volatility," NCER Working Paper Series, National Centre for Econometric Research, number 76, Oct.
- Item repec:acb:camaaa:2012-01 is not listed on IDEAS anymore
- Torfinn Harding & Frederick van der Ploeg, 2012, "Official forecasts and management of oil windfalls," Discussion Papers, Statistics Norway, Research Department, number 676, Jan.
- Song, Yong & Shi, Shuping, 2012, "Identifying speculative bubbles with an in finite hidden Markov model," MPRA Paper, University Library of Munich, Germany, number 36455, Feb.