Report NEP-FOR-2013-02-03

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers 201304, University of Pretoria, Department of Economics.
• Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013. "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers 201307, University of Pretoria, Department of Economics.
• Christian Pierdzioch & Jan-Christoph Rülke & Peter Tillmann, 2013. "Using forecasts to uncover the loss function of FOMC members," MAGKS Papers on Economics 201302, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012. "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers 201235, University of Pretoria, Department of Economics.
• Carlo Marinelli & Alex Weissensteiner, 2013. "On the relation between forecast precision and trading profitability of financial analysts," Papers 1301.6638, arXiv.org.
• Stefano Puddu, 2013. "Optimal Weights and Stress Banking Indexes," IRENE Working Papers 13-02, IRENE Institute of Economic Research.
• J. D’Haen & D. Van Den Poel & D. Thorleuchter, 2012. "Predicting Customer Profitability During Acquisition: Finding the Optimal Combination of Data Source and Data Mining Technique," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/818, Ghent University, Faculty of Economics and Business Administration.
• M. Ballings & D. Van Den Poel, 2012. "Kernel Factory: An Ensemble of Kernel Machines," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/825, Ghent University, Faculty of Economics and Business Administration.
• P. Baecke & D. Van Den Poel, 2012. "Improving Customer Acquisition Models by Incorporating Spatial Autocorrelation at Different Levels of Granularity," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/819, Ghent University, Faculty of Economics and Business Administration.