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Report NEP-FOR-2012-10-13
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:
- Item repec:dgr:uvatin:20120099 is not listed on IDEAS anymore
- Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2012, "Forecasting metal prices: Do forecasters herd?," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 325.
- Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2012, "A note on forecasting emerging market exchange rates: Evidence of anti-herding," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 324.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_16.
- Vasilios Plakandaras & Theophilos Papadimitriou & Periklis Gogas, 2012, "Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 5-2012, Jan.
- Luciano I. de Castro & Peter Cramton, 2012, "Prediction Markets to Forecast Electricity Demand," Papers of Peter Cramton, University of Maryland, Department of Economics - Peter Cramton, number 09ccpre, revised 2012.
- Peter Christoffersen & Bruno Feunou & Kris Jacobs & Nour Meddahi, 2012, "The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation," Staff Working Papers, Bank of Canada, number 12-34, DOI: 10.34989/swp-2012-34.
- Juan José Echavarría & Mauricio Villamizar, 2012, "Great expectations? Evidence from Colombia’s exchange rate survey," Borradores de Economia, Banco de la Republica de Colombia, number 735, Oct, DOI: 10.32468/be.735.
- Khalfaoui, R & Boutahar, M, 2012, "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper, University Library of Munich, Germany, number 41624, Sep.
- Hiroshi Sakamoto, 2012, "Future Prediction of the Prefectural Economy in Japan: Using a Stochastic Model," ERSA conference papers, European Regional Science Association, number ersa12p139, Oct.
- Conrad, Christian & Loch, Karin, 2012, "Anticipating Long-Term Stock Market Volatility," Working Papers, University of Heidelberg, Department of Economics, number 0535, Oct.
- Matteo G. Richiardi, 2012, "Forecasting with Unobserved Heterogeneity," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 123.
- Andrle, Michal, 2012, "Understanding DSGE Filters in Forecasting and Policy Analysis," Dynare Working Papers, CEPREMAP, number 16, Oct.
- Federico Pablo-Marti & Juan Luis Santos & Antonio GacÃa-Tabuenca & MarÃa Teresa Gallo & Tomás Mancha, 2012, "Forecasting and simulation of the impact of public policies on industrial districts using an agent-based model," ERSA conference papers, European Regional Science Association, number ersa12p553, Oct.
- Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo, 2012, "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2012-07, Jul.