Report NEP-FOR-2012-08-23

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:

• Matteo Luciani & Libero Monteforte, 2012, "Uncertainty and Heterogeneity in factor models forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 5, May.
• Galimberti, Jaqueson K., 2012, "A tutorial note on the properties of ARIMA optimal forecasts," MPRA Paper, University Library of Munich, Germany, number 40303, Jan, revised 27 Jul 2012.
• Adam E Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2012, "Selecting forecasting models for portfolio allocation," NCER Working Paper Series, National Centre for Econometric Research, number 85, Aug.
• Karlsson, Sune, 2012, "Forecasting with Bayesian Vector Autoregressions," Working Papers, Örebro University, School of Business, number 2012:12, Aug.
• Item repec:dgr:uvatin:20120076 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:20120015 is not listed on IDEAS anymore

• Cristina Conflitti & Christine De Mol & Domenico Giannone, 2012, "Optimal Combination of Survey Forecasts," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-023, Aug.
• Cecilia Frale & Valentina Raponi, 2012, "Revisions in official data and forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 3, Mar.
• Ralf Brüggemann & Jing Zeng, 2012, "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-15, Aug.
• Pablo Pincheira & Roberto Álvarez, 2012, "Evaluation of Short Run Inflation Forecasts in Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 674, Aug.
• Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio, 2012, "Sparse partial least squares in time series for macroeconomic forecasting," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws122216, Aug.
• Jeffrey A. Frankel & Jesse Schreger, 2012, "Over-optimistic Official Forecasts in the Eurozone and Fiscal Rules," NBER Working Papers, National Bureau of Economic Research, Inc, number 18283, Aug.
• Item repec:dgr:uvatin:20120042 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:20120067 is not listed on IDEAS anymore

• Mark J. Jensen & John M. Maheu, 2012, "Bayesian semiparametric multivariate GARCH modeling," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-09.
• Item repec:dgr:uvatin:20110177 is not listed on IDEAS anymore

• Thomas Laurent & Tomasz Koźluk, 2012, "Measuring GDP Forecast Uncertainty Using Quantile Regressions," OECD Economics Department Working Papers, OECD Publishing, number 978, Jul, DOI: 10.1787/5k95xd76jvvg-en.
• Ralph Snyder & Adrian Beaumont & J. Keith Ord, 2012, "Intermittent demand forecasting for inventory control: A multi-series approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/12, Jul.
• Item repec:rza:wpaper:303 is not listed on IDEAS anymore

• Caio Almeida & Axel Simonsen & José Valentim Vicente, 2012, "Forecasting Bond Yields with Segmented Term Structure Models," Working Papers Series, Central Bank of Brazil, Research Department, number 288, Jul.
• Csávás, Csaba & Erhart, Szilárd & Naszódi, Anna & Pintér, Klára, 2012, "Changing central bank transparency in Central and Eastern Europe during the financial crisis," MPRA Paper, University Library of Munich, Germany, number 40335.
• Item repec:imf:imfwpa:12/149 is not listed on IDEAS anymore

• Item repec:hum:wpaper:sfb649dp2012-048 is not listed on IDEAS anymore

• Item repec:dgr:rugsom:12006-eef is not listed on IDEAS anymore

• Chen, Shu-Ling & Jackson, John D. & Kim, Hyeongwoo & Resiandini, Pramesti, 2012, "What Drives Commodity Prices?," MPRA Paper, University Library of Munich, Germany, number 40711, Aug.
• Michael Iacono & David Levinson & Ahmed El-Geneidy & Rania Wasfi, 2012, "Markov Chain Model of Land Use Change in the Twin Cities," Working Papers, University of Minnesota: Nexus Research Group, number 000107.
• Alan Cook & Turner M. Osler, 2012, "TMPM.ado: The Trauma Mortality Prediction Model is Robust to ICD-9 and AIS Coding Lexicons," SAN12 Stata Conference, Stata Users Group, number 20, Aug.
• Lönnbark, Carl, 2012, "On the role of the estimation error in prediction of expected shortfall," Umeå Economic Studies, Umeå University, Department of Economics, number 844, Aug.
• Mari-Vidal, Sergio & Segui-Mas, Elies & Marin-Sanchez, Maria del Mar & Mateos-Ronco, Alicia, 2012, "Assessing the usefulness of accounting information as an instrument to predict business failure in Spanish cooperatives," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 128561, DOI: 10.22004/ag.econ.128561.
• Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012, "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia, Banco de la Republica de Colombia, number 723, Jul, DOI: 10.32468/be.723.
• Halkos, George & Kevork, Ilias, 2012, "Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis," MPRA Paper, University Library of Munich, Germany, number 40724, Aug.

Report NEP-FOR-2012-08-23

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: