Printed from https://ideas.repec.org/n/nep-for/2012-03-08.html
Report NEP-FOR-2012-03-08
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:
- Clements, Michael P, 2012, "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 976.
- Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph Ruelke & Georg Stadtmann, 2012, "Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201201, Feb.
- Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2012, "Forecasting Inflation Using Constant Gain Least Squares," Working Papers, National Institute of Economic Research, number 126, Feb.
- Ubilava, David & Helmers, C Gustav, 2012, "Forecasting ENSO with a smooth transition autoregressive model," MPRA Paper, University Library of Munich, Germany, number 36890, Jan.
- Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph Ruelke & Georg Stadtmann, 2012, "Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201202, Feb.
- Simón Sosvilla-Rivero & Maria del Carmen Ramos-Herrera, 2012, "On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-02, Feb.
- Michael Wolf & Dan Wunderli, 2012, "Bootstrap joint prediction regions," ECON - Working Papers, Department of Economics - University of Zurich, number 064, Feb, revised May 2013.
- Claudia Godbout & Marco J. Lombardi, 2012, "Short-Term Forecasting of the Japanese Economy Using Factor Models," Staff Working Papers, Bank of Canada, number 12-7, DOI: 10.34989/swp-2012-7.
- Item repec:ehu:dfaeii:201201 is not listed on IDEAS anymore
- Maheu, John & Song, Yong, 2012, "A new structural break model with application to Canadian inflation forecasting," MPRA Paper, University Library of Munich, Germany, number 36870, Feb.
- Banerjee, A. & Bystrov, V. & Mizen, P., 2012, "How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies," Working papers, Banque de France, number 361.
- Ola L{o}vsletten & Martin Rypdal, 2012, "A multifractal approach towards inference in finance," Papers, arXiv.org, number 1202.5376, Feb.
- Item repec:hum:wpaper:sfb649dp2012-008 is not listed on IDEAS anymore
- Katsuhiko Muramiya & Kazuhisa Otogawa, 2012, "How Do Investors Trade When Actual Earnings Are Reported with Management Forecasts?," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2012-06, Feb.
- Tito Nícias Teixeira da Silva Filho, 2012, "Are Core Inflation Directional Forecasts Informative?," Working Papers Series, Central Bank of Brazil, Research Department, number 266, Jan.
- Frédérique Bec & Bouabdallah, O. & Laurent Ferrara, 2012, "The European way out of recession," Working papers, Banque de France, number 360.