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Report NEP-FOR-2012-05-15
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:
- Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012, "Forecasting national recessions using state level data," Working Papers, Federal Reserve Bank of St. Louis, number 2012-013, DOI: 10.20955/wp.2012.013.
- Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2011, "Using the Yield Curve in Forecasting Output Growth and In?flation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-17, 12.
- Boudt, Kris & De Goeij, Peter & Thewissen, James & Van Campenhout, Geert, 2012, "The short term prediction of analysts' forecast error," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2012/16, Mar.
- Thomas Theobald, 2012, "Combining Recession Probability Forecasts from a Dynamic Probit Indicator," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 89-2012.
- Massimiliano Caporin & Michael McAleer, 2012, "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-06, revised Apr 2012.
- Börjesson, Maria, 2012, "Forecasting demand for high speed rail," Working papers in Transport Economics, CTS - Centre for Transport Studies Stockholm (KTH and VTI), number 2012:12, May.
- Koop, Gary & Korobilis, Dimitris, 2012, "Large time-varying parameter VARs," MPRA Paper, University Library of Munich, Germany, number 38591, Feb.
- Börjesson, Maria, 2012, "Inter-temporal variation in the travel time and travel cost parameters of transport models," Working papers in Transport Economics, CTS - Centre for Transport Studies Stockholm (KTH and VTI), number 2012:16, May.
- Nidhi Aggarwal & Manish Singh & Susan Thomas, 2012, "Do changes in distance-to-default anticipate changes in the credit rating?," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2012-010, Mar.
- Edward P. Herbst & Frank Schorfheide, 2012, "Evaluating DSGE model forecasts of comovements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-11.
- Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas, 2012, "What does financial volatility tell us about macroeconomic fluctuations?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-09.
- Eric Hillebrand & Tae-Hwy Lee, 2012, "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-18, 04.
- Dominique Guegan & Xin Zhao, 2012, "Alternative Modeling for Long Term Risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00694449, Apr.
- Item repec:imf:imfwpa:12/109 is not listed on IDEAS anymore
- Ondrej Rydval, 2012, "The Causal Effect of Cognitive Abilities on Economic Behavior: Evidence from a Forecasting Task with Varying Cognitive Load," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp457, Apr.
- Elena Mitsek & Sergey Mitsek, 2011, "Econometric Model of Investment in Fixed Assets in Russian Federation: Estimates and Forecasts," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c016_030, Sep.
- Daniel Detzer & Christian R. Proaño & Katja Rietzler & Sven Schreiber & Thomas Theobald & Sabine Stephan, 2012, "Verfahren der konjunkturellen Wendepunktbestimmung unter Berücksichtigung der Echtzeit-Problematik," IMK Studies, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 27-2012.
- Leonardo Becchetti & Rocco Ciciretti & Alessandro Giovannelli, 2012, "Corporate Social Responsibility and Earnings Forecasting Unbiasedness," CEIS Research Paper, Tor Vergata University, CEIS, number 233, May, revised 08 Feb 2013.
- Item repec:pdn:wpaper:50 is not listed on IDEAS anymore
- Mark J. Jensen & John M. Maheu, 2012, "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-06.
- Item repec:esx:essedp:713 is not listed on IDEAS anymore
- Ed Tower, 2012, "Tobin’S Q Versus Cape Versus Caper: Predicting Stock Market Returns Using Fundamentals and Momentum," Working Papers, Duke University, Department of Economics, number 12-02.
- Item repec:imf:imfwpa:12/96 is not listed on IDEAS anymore