Report NEP-FOR-2009-09-19

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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The following items were announced in this report:

• Item repec:pra:mprapa:16525 is not listed on IDEAS anymore

• Erie Febrian & Aldrin Herwany, 2009. "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Economics and Development Studies (WoPEDS) 200911, Department of Economics, Padjadjaran University, revised Sep 2009.
• Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2009. "Higher-order beliefs among professional stock market forecasters: some first empirical tests," ZEW Discussion Papers 09-042, ZEW - Leibniz Centre for European Economic Research.
• Costantini, Mauro & Kunst, Robert M., 2009. "Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System," Economics Series 243, Institute for Advanced Studies.
• Bušs, Ginters, 2009. "Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper 17273, University Library of Munich, Germany.
• Erie Febrian & Aldrin Herwany, 2009. "Forecasting Stocks of Government Owned Companies (GOCS):Volatility Modeling," Working Papers in Economics and Development Studies (WoPEDS) 200908, Department of Economics, Padjadjaran University, revised Sep 2009.
• Manabu Asai & Michael McAleer, 2009. "Dynamic Conditional Correlations for Asymmetric Processes," CIRJE F-Series CIRJE-F-657, CIRJE, Faculty of Economics, University of Tokyo.
• Rokon Bhuiyan, 2009. "Identifying a Forward-Looking Monetary Policy in an Open Economy," Working Paper 1214, Economics Department, Queen's University.