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Report NEP-FOR-2012-06-25
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:
- Elena Andreou & Constantinos Kourouyiannis & Andros Kourtellos, 2012, "Volatility Forecast Combinations using Asymmetric Loss Functions," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 07-2012, May.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments," KIER Working Papers, Kyoto University, Institute of Economic Research, number 821, Jun.
- Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012, "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers, Bank for International Settlements, number 374, Mar.
- Liebermann, Joelle, 2012, "Real-time forecasting in a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 39452.
- Julius Stakenas, 2012, "Generating short-term forecasts of the Lithuanian GDP using factor models," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 13, Jun.
- Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012, "Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle," Working Paper series, Rimini Centre for Economic Analysis, number 17_12, Jun.
- MatÃas Mayor & Roberto Patuelli, 2012, "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Paper series, Rimini Centre for Economic Analysis, number 15_12, Jun, revised Oct 2012.
- Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012, "Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys," Discussion Papers, University at Albany, SUNY, Department of Economics, number 12-02.
- Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series, Rimini Centre for Economic Analysis, number 34_12, Jun.
- John M. Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Paper series, Rimini Centre for Economic Analysis, number 27_12, Jun.
- Koop, Gary & Korobilis, Dimitris, 2012, "Large Time-Varying Parameter VARs," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-14.
- MacDonald, Stephen & Isengildina-Massa, Olga, 2012, "Information Rigidity and Correcting Inefficiency in USDA’s Commodity Forecasts," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124890, DOI: 10.22004/ag.econ.124890.
- Elena Andreou & Eric Ghysels & Constantinos Kourouyiannis, 2012, "Robust volatility forecasts in the presence of structural breaks," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 08-2012, May.
- Lewis, Daniel & Manfredo, Mark R. & Sanders, Dwight R. & Scott, Winifred, , "Do Analysts’ Earnings Per Share Forecasts Contain Valuable Information Beyond One Quarter? The Case of Publicly Traded Agribusiness Firms," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124480, DOI: 10.22004/ag.econ.124480.
- Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012, "Baysian Model Averaging, Learning and Model Selection," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-11.
- Johannes Tang Kristensen, 2012, "Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-28, Jun.
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012, "A new model of trend inflation," MPRA Paper, University Library of Munich, Germany, number 39496.
- Shu-Ping Shi & Yong Song, 2012, "Identifying Speculative Bubbles with an Infinite Hidden Markov Model," Working Paper series, Rimini Centre for Economic Analysis, number 26_12, Jun.
- Fabio Milani & Ashish Rajbhandari, 2012, "Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm," Working Papers, University of California-Irvine, Department of Economics, number 111212, Jun.
- Daniel Alai & Michael Sherris, 2012, "Rethinking Age-Period-Cohort Mortality Trend Models," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201212, May.
- Item repec:fpo:wpaper:14 is not listed on IDEAS anymore
- Lee, Yoonsuk & Brorsen, B. Wade, 2012, "Impacts of Permanent and Transitory Shocks on Optimal Length of Moving Average to Predict Wheat Basis," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 125001, DOI: 10.22004/ag.econ.125001.