Printed from https://ideas.repec.org/n/nep-for/2012-07-08.html
Report NEP-FOR-2012-07-08
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:
- Xin Jin & John M. Maheu, 2012, "Modelling Realized Covariances and Returns," Working Paper series, Rimini Centre for Economic Analysis, number 49_12, Jun.
- Maximo Camacho & Jaime Martíinez-Martin, 2012, "Real-time forecasting US GDP from small-scale factor models," Working Papers, BBVA Bank, Economic Research Department, number 1210, Jun.
- Pierdzioch Christian & Jan-Christoph Rülke & Georg Stadtmann, 2012, "Forecasting U.S. Housing Starts Under Asymmetric Loss," Working Paper, Helmut Schmidt University, Hamburg, number 118/2012, Jun.
- Lombardi, Marco J. & Godbout, Claudia, 2012, "Short-term forecasting of the Japanese economy using factor models," Working Paper Series, European Central Bank, number 1428, Mar.
- Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg, 2012, "House price forecasts in times of crisis: Do forecasters herd?," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 318.
- Item repec:acb:camaaa:2012-26 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," Working Paper series, Rimini Centre for Economic Analysis, number 45_12, Jun.
- Mark J. Jensen & John M. Maheu, 2012, "Bayesian Semiparametric Multivariate GARCH Modeling," Working Paper series, Rimini Centre for Economic Analysis, number 48_12, Jun.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-09, revised Apr 2012.
- Luca Gambetti, 2012, "Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 907.12, Jun.
- Tesfatsion, Leigh & Aliprantis, Dionysios, 2012, "Reformulation of U.S. Day-Ahead Wholesale Power Markets for Improved Intertermporal Operations," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 35243, Jun.
- Luca Gambetti, 2015, "Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy," Working Papers, Barcelona School of Economics, number 644, Sep.
- Rupert de Vincent-Humphreys & Joseph Noss, 2012, "Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions," Bank of England working papers, Bank of England, number 455, Jun.
- Vermeulen, Philip, 2012, "Quantifying the qualitative responses of the output purchasing managers index in the US and the Euro area," Working Paper Series, European Central Bank, number 1417, Feb.
- Palacios, Ana Paula & Marín Díazaraque, Juan Miguel & Quinto, Emiliano & Wiper, Michael Peter, 2012, "Bayesian modelling of bacterial growth for multiple populations," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws121610, Jun.
- Unknown, 2012, "Medium Term Outlook for Canadian Agriculture 2011-2021," Economic and Market Information, Agriculture and Agri-Food Canada, number 126214, Feb.