Report NEP-FOR-2009-05-16

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Jorge Caiado, 2009. "Performance of combined double seasonal univariate time series models for forecasting water demand," CEMAPRE Working Papers 0903, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
• Anders Bredahl Kock, 2009. "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers 2009-18, Department of Economics and Business Economics, Aarhus University.
• John Galbraith & Simon van Norden, 2008. "The Calibration Of Probabilistic Economic Forecasts," Departmental Working Papers 2008-05, McGill University, Department of Economics.
• Joao A. Bastos, 2009. "Forecasting bank loans loss-given-default," CEMAPRE Working Papers 0901, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
• John Galbraith & Dongming Zhu, 2009. "Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution," Departmental Working Papers 2009-01, McGill University, Department of Economics.
• Isengildina-Massa, Olga & MacDonald, Stephen, 2009. "U.S. Cotton Prices and the World Cotton Market: Forecasting and Structural Change," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49324, Agricultural and Applied Economics Association.
• Benjamin, Catherine & Houee-Bigot, Magalie & Tavera, Christophe, 2009. "What are the long-term drivers of food prices? Investigating improvements in the accuracy of prediction intervals for the forecast of food prices," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49436, Agricultural and Applied Economics Association.
• Jeroen Rombouts & Lars Stentoft, 2009. "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CIRANO Working Papers 2009s-19, CIRANO.
• Glaser, Markus & Langer, Thomas & Reynders, Jens & Weber, Martin, 2008. "Scale Dependence of Overconfidence in Stock Market Volatility Forecasts," Sonderforschungsbereich 504 Publications 08-22, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Kitov, Ivan & Kitov, Oleg, 2009. "Sustainable trends in producer price indices," MPRA Paper 15194, University Library of Munich, Germany.
• Amendola, Alessandra & Christian, Francq, 2009. "Concepts and tools for nonlinear time series modelling," MPRA Paper 15140, University Library of Munich, Germany.
• Xie, Fang & Horan, Richard D. & Wolf, Christopher A., 2009. "A gravity model approach to forecasting tuberculosis transmission in cattle," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49382, Agricultural and Applied Economics Association.