Report NEP-FOR-2009-07-28

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:

• Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," OFRC Working Papers Series 2009fe02, Oxford Financial Research Centre.
• Item repec:rim:rimwps:wp34_09 is not listed on IDEAS anymore

• Tatevik Sekhposyan & Barbara Rossi, 2009. "Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?," Working Papers 09-06, Duke University, Department of Economics.
• Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009. "Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function," Macroeconomics and Finance Series 200905, University of Hamburg, Department of Socioeconomics.
• C. L. Chua & G. C. Lim & Sarantis Tsiaplias, 2009. "A Latent Variable Approach to Forecasting the Unemployment Rate," Melbourne Institute Working Paper Series wp2009n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," EconomiX Working Papers 2009-24, University of Paris Nanterre, EconomiX.
• Thomas Lux & Leonardo Morales-Arias, 2009. "Forecasting Volatility under Fractality, Regime-Switching, Long Memory and Student-t Innovations," Kiel Working Papers 1532, Kiel Institute for the World Economy.
• Chen, Pu, 2009. "A Note on Updating Forecasts When New Information Arrives between Two Periods," Economics Discussion Papers 2009-22, Kiel Institute for the World Economy (IfW Kiel).
• Item repec:rim:rimwps:wp19_09 is not listed on IDEAS anymore

• Green, Kesten C. & Armstrong, J. Scott, 2009. "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," MPRA Paper 16422, University Library of Munich, Germany.
• Dalkhat M. Ediev, 2009. "Extrapolative Projections of Mortality: Towards a More Consistent Method," VID Working Papers 0803, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna.
• Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Business School - Economics, University of Glasgow, revised Feb 2010.
• Alexia Prskawetz & Tomas Koegel & Warren C. Sanderson & Sergei Scherbov, 2004. "The Effects of Age Structure on Economic Growth: An Application of Probabilistic Forecasting to India," VID Working Papers 0403, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna.