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Report NEP-FOR-2013-10-02
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:
- Wolters, Maik H., 2013, "Evaluating point and density forecasts of DSGE models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2013-03.
- Cruz, Christopher John & Mapa, Dennis, 2013, "An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models," MPRA Paper, University Library of Munich, Germany, number 50078.
- Kitov, Ivan & KItov, Oleg, 2013, "Does Banque de France control inflation and unemployment?," MPRA Paper, University Library of Munich, Germany, number 50239, Sep.
- Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013, "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 744, Aug.
- Sessi Tokpavi, 2013, "Testing for the Systemically Important Financial Institutions: a Conditional Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-27.
- Yanshan Wang, 2013, "Stock price direction prediction by directly using prices data: an empirical study on the KOSPI and HSI," Papers, arXiv.org, number 1309.7119, Sep, revised Jan 2017.
- RASHED, Yasmine & MEERSMAN, Hilde & VAN DE VOORDE, Eddy & VANELSLANDER, Thierry, 2013, "A univariate analysis: Short-term forecasts of container throughput in the port of Antwerp," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2013022, Sep.
- Dimitrios P. Louzis, 2013, "Measuring return and volatility spillovers in euro area financial markets," Working Papers, Bank of Greece, number 154, Mar.
- Serena Ng & Jonathan H. Wright, 2013, "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers, National Bureau of Economic Research, Inc, number 19469, Sep.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper, University Library of Munich, Germany, number 50235, Sep.
- Zbigniew Michna & Peter Nielsen, 2013, "The impact of lead time forecasting on the bullwhip effect," Papers, arXiv.org, number 1309.7374, Sep, revised Jul 2015.
- Oliviero Casacchia & Massimiliano Crisci, 2013, "(English) The Rome Metropolitan Area’s population: recent demographic evolution and forecast to 2024 (Italiano) La popolazione dell’area metropolitana di Roma. Evoluzione demografica e previsioni al 2," IRPPS Working Papers, National Research Council, Institute for Research on Population and Social Policies, number 56:2013.
- Ibrahim Abada & Pierre-André Jouvet, 2013, "A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets: The S-GaMMES model," Working Papers, Chaire Economie du climat, number 1308.