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Report NEP-FOR-2012-04-03
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:
- David Hendry & Grayham E. Mizon, 2012, "Forecasting from Structural Econometric Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 597, Mar.
- Item repec:ecb:ecbwps:20111428 is not listed on IDEAS anymore
- Sinha, Pankaj & Jayaraman, Prabha, 2012, "Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques," MPRA Paper, University Library of Munich, Germany, number 37662, Feb.
- Aatola, Piia & Ollikka, Kimmo & Ollikainen, Markku, 2012, "Informational Efficiency of the EU ETS market – a study of price predictability and profitable trading," Working Papers, VATT Institute for Economic Research, number 28.
- Puah, Chin-Hong & Wong, Shirly Siew-Ling & Habibullah, Muzafar Shah, 2012, "Rationality of business operational forecasts: evidence from Malaysian distributive trade sector," MPRA Paper, University Library of Munich, Germany, number 37599, Mar.
- Honkapohja, Seppo & Sargent, Thomas & Evans, George W. & Williams, Noah, 2012, "Bayesian Model Averaging, Learning and Model Selection," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8917, Mar.
- Paul-Valentin Ngobo & Jean-François Casta & Olivier J. Ramond, 2012, "Is customer satisfaction a relevant metric for financial analysts?," Post-Print, HAL, number halshs-00680003, May, DOI: 10.1007/s11747-010-0242-1.
- José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012, "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," Working Papers Series, Central Bank of Brazil, Research Department, number 269, Mar.
- Fulvio Baldovin & Francesco Camana & Michele Caraglio & Attilio L. Stella & Marco Zamparo, 2012, "Aftershock prediction for high-frequency financial markets' dynamics," Papers, arXiv.org, number 1203.5893, Mar, revised Jul 2012.
- Gunda-Alexandra Detmers & Dieter Nautz, 2012, "The information content of central bank interest rate projections: Evidence from New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2012/03, Feb.
- Duellmann, Klaus & Kick, Thomas, 2012, "Stress testing German banks against a global cost-of-capital shock," Discussion Papers, Deutsche Bundesbank, number 04/2012.