Printed from https://ideas.repec.org/n/nep-for/2013-03-09.html
Report NEP-FOR-2013-03-09
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:
- Neil Shephard, 2013, "Martingale unobserved component models," Economics Series Working Papers, University of Oxford, Department of Economics, number 644, Feb.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013, "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201312, Feb.
- Daniel Vela, 2013, "Forecasting Latin-American yield curves: An artificial neural network approach," Borradores de Economia, Banco de la Republica, number 10502, Feb.
- Joao A. Bastos, 2013, "Ensemble predictions of recovery rates," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1301, Mar.
- Beechey, Meredith & Österholm, Pär, 2013, "Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years," Working Papers, National Institute of Economic Research, number 128, Jan.
- Marczak, Martyna & Gómez, Victor, 2013, "Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 64-2013.
- Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013, "What Drives Commodity Prices?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-03, Feb.
- Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013, "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers, University of Oxford, Department of Economics, number 645, Feb.
- Item repec:fce:doctra:13-03 is not listed on IDEAS anymore
- Item repec:fce:doctra:13-04 is not listed on IDEAS anymore
- Stefano Grassi & Paolo Santucci de Magistris, 2013, "It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-03, 02.