Report NEP-FOR-2010-04-11

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:

• Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series 1155, European Central Bank.
• Dominique Guegan & Justin Leroux, 2010. "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Documents de travail du Centre d'Economie de la Sorbonne 10019, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010. "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers 2010-008, Federal Reserve Bank of St. Louis.
• Marcellino, Massimiliano & Musso, Alberto, 2010. "Real time estimates of the euro area output gap: reliability and forecasting performance," Working Paper Series 1157, European Central Bank.
• Dr. James Mitchell, 2009. "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers 342, National Institute of Economic and Social Research.
• Sebastian Giesen & Oliver Holtemöller & Juliane Scharff & Rolf Scheufele, 2010. "A First Look on the New Halle Economic Projection Model," IWH Discussion Papers 6, Halle Institute for Economic Research.
• Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2010. "Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators," University of St. Gallen Department of Economics working paper series 2010 2010-09, Department of Economics, University of St. Gallen.
• Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
• Sylvain Leduc & Keith Sill, 2010. "Expectations and economic fluctuations: an analysis using survey data," Working Papers 10-6, Federal Reserve Bank of Philadelphia.
• Ivan O. Kitov & Oleg I. Kitov, 2010. "S&P 500 returns revisited," Papers 1004.0213, arXiv.org.
• Stephen G. Cecchetti & Craig S. Hakkio, 2010. "Inflation targeting and private sector forecasts," Research Working Paper RWP 10-01, Federal Reserve Bank of Kansas City.
• Dr Silvia Lui & Dr Martin Weale & Dr. James Mitchell, 2009. "The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys," National Institute of Economic and Social Research (NIESR) Discussion Papers 343, National Institute of Economic and Social Research.