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Report NEP-FOR-2012-04-17
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:
- Gersbach, Hans & Hahn, Volker, 2012, "Inflation Forecast Contracts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8933, Apr.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Paper, Norges Bank, number 2012/04, Apr.
- Laurent Ferrara & Clément Marsilli, 2012, "Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-19.
- Jozef Barunik & Tomas Krehlik & Lukas Vacha, 2012, "Modeling and forecasting exchange rate volatility in time-frequency domain," Papers, arXiv.org, number 1204.1452, Apr, revised Feb 2015.
- Massimiliano Caporin & Michael McAleer, 2012, "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/06, Apr.
- Michael McAleer & Manabu Asai & Massimiliano Caporin, 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 812, Apr.
- Gary Koop & Dimitris Korobilis, 2012, "Large Time-Varying Parameter VARs," Working Paper series, Rimini Centre for Economic Analysis, number 11_12, Mar.
- Carlo A. Favero, 2012, "Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 431.
- Gunnar Grass, 2012, "Model Implied Credit Spreads," Cahiers de recherche, CIRPEE, number 1219.
- Anufriev, M. & Hommes, C.H., 2011, "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-06.
- Ban Zheng & Eric Moulines & Fr'ed'eric Abergel, 2012, "Price Jump Prediction in Limit Order Book," Papers, arXiv.org, number 1204.1381, Apr.