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Report NEP-FOR-2012-12-06
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:
- Tim Bollerslev & Lai Xu & Hao Zhou, 2012, "Stock Return and Cash Flow Predictability: The Role of Volatility Risk," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-51, Nov.
- Item repec:hhs:bofrdp:2012_033 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20120118 is not listed on IDEAS anymore
- Alessandro Flamini, 2012, "Interest Rate Forecasts in Inflation Targeting Open-Economies," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 027, Nov.
- Neil R. Ericsson & Erica L. Reisman, 2012, "Evaluating a Global Vector Autoregression for Forecasting," Working Papers, The George Washington University, The Center for Economic Research, number 2012-006, Nov.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in the US Federal Funds Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1255.
- Gribisch, Bastian, 2012, "Multivariate wishart stochastic volatility and changes in regime," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-14.
- Søren Johansen & Marco Riani & Anthony C. Atkinson, 2012, "The Selection of ARIMA Models with or without Regressors," Discussion Papers, University of Copenhagen. Department of Economics, number 12-17, Nov.
- Peter Christoffersen & Christian Dorion & Kris Jacobs & Lotfi Karoui, 2012, "Nonlinear Kalman Filtering in Affine Term Structure Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-49, May.
- Frieder R. Lang & David Weiss & Denis Gerstorf & Gert G. Wagner, 2012, "Forecasting Life Satisfaction across Adulthood: Benefits of Seeing a Dark Future?," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 502.
- Reimers, Hans-Eggert, 2012, "Early warning indicator model of financial developments using an ordered logit," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 06/2012.
- Alexis Fauth & Ciprian A. Tudor, 2012, "Modeling First Line Of An Order Book With Multivariate Marked Point Processes," Papers, arXiv.org, number 1211.4157, Nov.
- Jank, Stephan, 2012, "Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-08.