Report NEP-FOR-2009-10-31

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:

• Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers 2009-050, Federal Reserve Bank of St. Louis.
• Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Working Papers 2009-051, Federal Reserve Bank of St. Louis.
• Item repec:dgr:eureir:1765017018 is not listed on IDEAS anymore

• Dominique Guegan & Patrick Rakotomarolahy, 2009. "The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00423871, HAL.
• Makram El-Shagi, 2009. "Inflation Expectations: Does the Market Beat Professional Forecasts?," IWH Discussion Papers 16, Halle Institute for Economic Research.
• Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009. "Evaluating German business cycle forecasts under an asymmetric loss function," KOF Working papers 09-237, KOF Swiss Economic Institute, ETH Zurich.
• Kevin Clinton & Marianne Johnson & Huigang Chen & Ondrej Kamenik & Douglas Laxton, 2009. "Constructing Forecast Confidence Bands During the Financial Crisis," IMF Working Papers 09/214, International Monetary Fund.
• Bruce Morley, 2009. "Exchange Rates and Stock Prices in the Long Run and Short Run," Department of Economics Working Papers 5/09, University of Bath, Department of Economics.
• Item repec:dgr:eureir:1765017017 is not listed on IDEAS anymore