Report NEP-FOR-2010-06-18

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:

• Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
• Nyholm, Ken & Vidova-Koleva, Rositsa, 2010. "Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting?," Working Paper Series 1205, European Central Bank.
• Marina Theodosiou, 2010. "Forecasting Issues: Ideas of Decomposition and Combination," Working Papers 2010-4, Central Bank of Cyprus.
• Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
• Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.
• Cadogan, Godfrey, 2010. "Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance," MPRA Paper 23235, University Library of Munich, Germany.
• Kajal Lahiri & Antony Davies & Xuguang Sheng, 2010. "Analyzing Three-Dimensional Panel Data of Forecasts," Discussion Papers 10-07, University at Albany, SUNY, Department of Economics.
• Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi, 2010. "Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market," Staff Papers 100001, South Dakota State University, Department of Economics.
• Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Nowcasting," Working Papers ECARES ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
• Härdle, Wolfgang Karl & Moro, Rouslan A. & Hoffmann, Linda, 2010. "Learning machines supporting bankruptcy prediction," SFB 649 Discussion Papers 2010-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• David Br'ee & Damien Challet & Pier Paolo Peirano, 2010. "Prediction accuracy and sloppiness of log-periodic functions," Papers 1006.2010, arXiv.org.