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Report NEP-FOR-2013-01-07
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:
- Michael W. McCracken & Tucker S. McElroy, 2012, "Multi-step ahead forecasting of vector time series," Working Papers, Federal Reserve Bank of St. Louis, number 2012-060, DOI: 10.20955/wp.2012.060.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012, "Prior selection for vector autoregressions," Working Paper Series, European Central Bank, number 1494, Nov.
- Robert W. Rich & Joseph Song & Joseph Tracy, 2012, "The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters," Staff Reports, Federal Reserve Bank of New York, number 588.
- Marco J. Lombardi & Francesco Ravazzolo, 2012, "Oil price density forecasts: exploring the linkages with stock markets," Working Paper, Norges Bank, number 2012/24, Dec.
- António Afonso & Jorge Silva, 2012, "The Fiscal Forecasting Track Record of the European Commission and Portugal," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/37, Oct.
- Andrea Stella & James H. Stock, 2012, "A state-dependent model for inflation forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1062.
- Item repec:grz:wpaper:2012-10 is not listed on IDEAS anymore
- Item repec:iwh:dispap:12-12 is not listed on IDEAS anymore
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2012, "Estimating and Forecasting With A Dynamic Spatial Panel Data Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 149, Dec.
- B. Onur Tas, 2012, "Why does the Federal Reserve Forecast Inflation Better than Everyone Else?," Working Papers, TOBB University of Economics and Technology, Department of Economics, number 1207, Dec.
- Eliasson, Jonas & Amelsfort, Dirk van & Börjesson, Maria & Brundell-Freij, Karin & Engelson, Leonid, 2012, "Accuracy of congestion pricing forecasts," Working papers in Transport Economics, CTS - Centre for Transport Studies Stockholm (KTH and VTI), number 2012:31, Dec.
- Badi H. Baltagi & Long Liu, 2012, "Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 138, Jul.
- Janet Koech & Mark A. Wynne, 2012, "Core import price inflation in the United States," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 131.
- Ginters Buss, 2012, "Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach," Working Papers, Latvijas Banka, number 2012/06, Dec.
- Tom Engsted & Thomas Q. Pedersen, 2012, "Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-58, Dec.
- Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores, 2012, "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9269, Dec.