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.

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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 49_12, Rimini Centre for Economic Analysis.
• Maximo Camacho & Jaime Martíinez-Martin, 2012. "Real-time forecasting US GDP from small-scale factor models," Working Papers 1210, BBVA Bank, Economic Research Department.
• Christian , Pierdzioch & Rülke, Jan-Christoph & Stadtmann, Georg, 2012. "Forecasting U.S. Housing Starts Under Asymmetric Loss," Working Paper 118/2012, Helmut Schmidt University, Hamburg.
• Lombardi, Marco J. & Godbout, Claudia, 2012. "Short-term forecasting of the Japanese economy using factor models," Working Paper Series 1428, European Central Bank.
• Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg, 2012. "House price forecasts in times of crisis: Do forecasters herd?," Discussion Papers 318, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
• 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 45_12, Rimini Centre for Economic Analysis.
• Mark J. Jensen & John M. Maheu, 2012. "Bayesian Semiparametric Multivariate GARCH Modeling," Working Paper series 48_12, Rimini Centre for Economic Analysis.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE 2012-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, 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 907.12, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Tesfatsion, Leigh & Aliprantis, Dionysios, 2012. "Reformulation of U.S. Day-Ahead Wholesale Power Markets for Improved Intertermporal Operations," Staff General Research Papers Archive 35243, Iowa State University, Department of Economics.
• Luca Gambetti, 2012. "Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy," Working Papers 644, Barcelona School of Economics.
• de Vincent-Humphreys, Rupert & Noss, Joseph, 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 455, Bank of England.
• Vermeulen, Philip, 2012. "Quantifying the qualitative responses of the output purchasing managers index in the US and the Euro area," Working Paper Series 1417, European Central Bank.
• Palacios, Ana Paula & Quinto, Emiliano, 2012. "Bayesian modelling of bacterial growth for multiple populations," DES - Working Papers. Statistics and Econometrics. WS ws121610, Universidad Carlos III de Madrid. Departamento de Estadística.
• Unknown, 2012. "Medium Term Outlook for Canadian Agriculture 2011-2021," Economic and Market Information 126214, Agriculture and Agri-Food Canada.