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Report NEP-FOR-2013-11-16
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:
- Norio Kitagawa & Akinobu Shuto, 2013, "Credibility of Management Earnings Forecasts and Future Returns," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2013-30, Oct.
- Takuya Iwasaki & Norio Kitagawa & Akinobu Shuto, 2013, "Managerial Discretion over Their Initial Earnings Forecasts," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2013-31, Oct.
- Estian Calitz & Krige Siebrits & Ian Stuart, 2013, "The accuracy of fiscal projections in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 24/2013.
- Item repec:dau:papers:123456789/10079 is not listed on IDEAS anymore
- Minchul Shin & Molin Zhong, 2013, "Does realized volatility help bond yield density prediction?," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-064, Nov.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2013, "Short-term forecasting for empirical economists. A survey of the recently proposed algorithms," Working Papers, Banco de España, number 1318, Nov.
- Jakob W. Messner & Georg J. Mayr & Daniel S. Wilks & Achim Zeileis, 2013, "Extending Extended Logistic Regression for Ensemble Post-Processing: Extended vs. Separate vs. Ordered vs. Censored," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-32, Oct.
- Niels S. Hansen & Asger Lunde, 2013, "Analyzing Oil Futures with a Dynamic Nelson-Siegel Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-36, 10.
- Item repec:dau:papers:123456789/9262 is not listed on IDEAS anymore
- Dimitrios D. Thomakos & Konstantinos Nikolopoulos, 2013, "Forecasting multivariate time series with the Theta Method," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 13004, Jul.
- Peter H. Sullivan, 2013, "Finding a Connection Between Exchange Rates and Fundamentals, How Should We Model Revisions to Forecasting Strategies?," 2013 Papers, Job Market Papers, number psu387, Nov.
- Estian Calitz & Krige Siebrits & Ian Stuart, 2013, "Enhancing the credibility of fiscal forecasts in South Africa: Is a fiscal council the only way?," Working Papers, Stellenbosch University, Department of Economics, number 25/2013.
- Item repec:dau:papers:123456789/11714 is not listed on IDEAS anymore
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013, "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1321, Nov.
- Yuta Kurose & Yasuhiro Omori, 2013, "Dynamic Equicorrelation Stochastic Volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-907, Nov.
- Lang, Michael, 2013, "The early warnings of balance-of-payments problems: Kaminsky and Reinhart revisited," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 205.
- Alessandro Innocenti & Tommaso Nannicini & Roberto Ricciuti, 2013, "The Importance of Betting Early," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 502.
- Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2013, "Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 5-2013, Nov.
- Cary Deck & Li Hao & David Porter, 2013, "Do Prediction Markets Aid Defenders in a Weak-Link Contest?," Working Papers, Chapman University, Economic Science Institute, number 13-27.
- Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2013, "Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/13.
- Xibin Zhang & Maxwell L. King, 2013, "Gaussian kernel GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/13.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013, "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/13.
- Michael J. Lamla & Lena Draeger & Damjan Pfajfar, 2013, "Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 13-345, Nov, DOI: 10.3929/ethz-a-009996520.
- Betz, Frank & Oprica, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2013, "Predicting distress in European banks," Working Paper Series, European Central Bank, number 1597, Oct.