Printed from https://ideas.repec.org/n/nep-for/2012-11-03.html
Report NEP-FOR-2012-11-03
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:
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012, "Was the Recent Downturn in US GDP Predictable?," Working Papers, University of Pretoria, Department of Economics, number 201230, Oct.
- Item repec:dgr:uvatin:20120110 is not listed on IDEAS anymore
- Joshua C C Chan, 2012, "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-591, Oct.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Lovcha, Yuliya, 2012, "Can we use seasonally adjusted indicators in dynamic factor models?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9191, Oct.
- Allen, D. & Lizieri, C. & Satchell, S., 2012, "Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1244, Oct.
- Matkovskyy, Roman, 2012, "Forecasting the Index of Financial Safety (IFS) of South Africa using neural networks," MPRA Paper, University Library of Munich, Germany, number 42153, Aug.
- K. W. De Bock & D. Van Den Poel, 2012, "Reconciling Performance and Interpretability in Customer Churn Prediction using Ensemble Learning based on Generalized Additive Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 12/805, Aug.
- M. Ballings & D. Van Den Poel, 2012, "The Relevant Length of Customer Event History for Churn Prediction: How long is long enough?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 12/804, Aug.
- Item repec:ner:carlos:info:hdl:10016/15743 is not listed on IDEAS anymore
- Bentes, Sonia R & Menezes, Rui, 2012, "On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility," MPRA Paper, University Library of Munich, Germany, number 42193, Oct.
- V. L. Migu Is & D. F. Benoit & D. Van Den Poel, 2012, "Enhanced Decision Support in Credit Scoring Using Bayesian Binary Quantile Regression," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 12/803, Aug.
- Matkovskyy, Roman, 2012, "The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model," MPRA Paper, University Library of Munich, Germany, number 42173, Apr.
- Sugawara, Shinya, 2012, "A nonparametric Bayesian approach for counterfactual prediction with an application to the Japanese private nursing home market," MPRA Paper, University Library of Munich, Germany, number 42154, Oct.
- Item repec:ner:carlos:info:hdl:10016/15741 is not listed on IDEAS anymore