Printed from https://ideas.repec.org/n/nep-for/2013-08-23.html
Report NEP-FOR-2013-08-23
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:
- Smets, Frank & Warne, Anders & Wouters, Raf, 2013, "Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area," Working Paper Series, European Central Bank, number 1571, Aug.
- Item repec:syb:wpbsba:05/2013 is not listed on IDEAS anymore
- Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2013, "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," Staff Working Papers, Bank of Canada, number 13-25, DOI: 10.34989/swp-2013-25.
- Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2013, "Can macroeconomists forecast risk? Event-based evidence from the euro area SPF," Working Paper Series, European Central Bank, number 1540, Apr.
- Item repec:syb:wpbsba:01/2013 is not listed on IDEAS anymore
- Warmedinger, Thomas & Paredes, Joan & Asimakopoulos, Stylianos, 2013, "Forecasting fiscal time series using mixed frequency data," Working Paper Series, European Central Bank, number 1550, May.
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013, "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series, European Central Bank, number 1536, Apr.
- Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2013, "Further evidence on bear market predictability: The role of the external finance premium," MPRA Paper, University Library of Munich, Germany, number 49093, Aug.
- Ca' Zorzi, Michele & Rubaszek, Michał & Muck, Jakub, 2013, "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," Working Paper Series, European Central Bank, number 1576, Aug.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013, "Now-casting and the real-time data flow," Working Paper Series, European Central Bank, number 1564, Jul.
- Item repec:syb:wpbsba:04/2013 is not listed on IDEAS anymore
- Gross, Marco & Binder, Michael, 2013, "Regime-switching global vector autoregressive models," Working Paper Series, European Central Bank, number 1569, Aug.
- Amisano, Gianni & Geweke, John, 2013, "Prediction using several macroeconomic models," Working Paper Series, European Central Bank, number 1537, Apr.
- Gross, Marco, 2013, "Estimating GVAR weight matrices," Working Paper Series, European Central Bank, number 1523, Mar.
- Sousa, João & Sousa, Ricardo M., 2013, "Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K," Working Paper Series, European Central Bank, number 1575, Aug.
- Item repec:kie:kieliw:1860 is not listed on IDEAS anymore
- Meub, Lukas & Proeger, Till & Bizer, Kilian, 2013, "Anchoring: A valid explanation for biased forecasts when rational predictions are easily accessible and well incentivized?," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 166.
- Item repec:hum:wpaper:sfb649dp2013-037 is not listed on IDEAS anymore
- Villa, Stefania, 2013, "Financial frictions in the euro area: a Bayesian assessment," Working Paper Series, European Central Bank, number 1521, Mar.
- Kok, Christoffer & Gross, Marco, 2013, "Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR," Working Paper Series, European Central Bank, number 1570, Aug.