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Report NEP-FOR-2012-10-06
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:
- Peter C.B. Phillips, 2012, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1879, Sep.
- Degui Li & Oliver Linton & Zudi Lu, 2012, "A flexible semiparametric model for time series," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/12, Sep.
- Todd E. Clark & Francesco Ravazzolo, 2012, "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1218, DOI: 10.26509/frbc-wp-201218.
- Toni Beutler, 2012, "Forecasting Exchange Rates with Commodity Convenience Yields," Working Papers, Swiss National Bank, Study Center Gerzensee, number 12.03, Mar.
- Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012, "The yield spread puzzle and the information content of SPF forecasts," Discussion Papers, University at Albany, SUNY, Department of Economics, number 12-04.
- Brent Meyer & Guhan Venkatu, 2012, "Trimmed-mean inflation statistics: just hit the one in the middle," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1217, DOI: 10.26509/frbc-wp-201217.
- Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012, "Nonparametric Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1878, Sep.
- Item repec:crs:wpdeee:g2012-10 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20120096 is not listed on IDEAS anymore
- Christan Francq & Jean-Michel Zakoian, 2012, "Optimal Predictions of Powers of Conditionally Heteroskedastic Processes," Working Papers, Center for Research in Economics and Statistics, number 2012-17, Aug.