Printed from https://ideas.repec.org/n/nep-for/2014-02-02.html
Report NEP-FOR-2014-02-02
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:
- Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2013, "Does Central Bank Staff Beat Private Forecasters?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79925.
- Berg, Tim Oliver & Henzel, Steffen, 2013, "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79783.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013, "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80042.
- Schreiber, Sven, 2014, "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/2.
- Dovern, Jonas & Fritsche, Ulrich & Loungani, Prakash & Tamirisa, Natalia, 2013, "Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79936.
- Demiralay, Sercan & Ulusoy, Veysel, 2014, "Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models," MPRA Paper, University Library of Munich, Germany, number 53229, Jan.
- Gribisch, Bastian, 2013, "A latent dynamic factor approach to forecasting multivariate stock market volatility," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79823.
- Theobald, Thomas, 2013, "Markov Switching with Endogenous Number of Regimes and Leading Indicators in a Real-Time Business Cycle Forecast," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79911.
- Item repec:rza:wpaper:410 is not listed on IDEAS anymore
- Item repec:kie:kieliw:1900 is not listed on IDEAS anymore
- Schreiber, Sven, 2013, "Forecasting business-cycle turning points with (relatively large) linear systems in real time," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79709.
- Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2013, "Testing for common cycles in non-stationary VARs with varied frecquency data," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 002, Jan, DOI: 10.26481/umagsb.2013002.
- Item repec:ipg:wpaper:2014-25 is not listed on IDEAS anymore
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014, "Confidence Bands for Impulse Responses: Bonferroni versus Wald," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1354.
- B. Podobnik & A. Majdandzic & C. Curme & Z. Qiao & W. -X. Zhou & H. E. Stanley & B. Li, 2014, "Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks," Papers, arXiv.org, number 1401.7450, Jan.