Report NEP-FOR-2010-10-16

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, 2010. "Reality checks and nested forecast model comparisons," Working Papers 2010-032, Federal Reserve Bank of St. Louis.
• Buchen, Teresa & Wohlrabe, Klaus, 2010. "Forecasting with many predictors - Is boosting a viable alternative?," Discussion Papers in Economics 11788, University of Munich, Department of Economics.
• Todd E. Clark & Michael W. McCracken, 2010. "Testing for unconditional predictive ability," Working Papers 2010-031, Federal Reserve Bank of St. Louis.
• Item repec:ner:leuven:urn:hdl:123456789/277099 is not listed on IDEAS anymore

• Christian Dreger & Konstantin A. Kholodilin, 2010. "Forecasting Private Consumption by Consumer Surveys," Discussion Papers of DIW Berlin 1066, DIW Berlin, German Institute for Economic Research.
• Madeleine Andreff & Wladimir Andreff, 2010. "Economic Prediction of Sport Performances: From Beijing Olympics to 2010 FIFA World Cup in South Africa," Working Papers 1008, International Association of Sports Economists;North American Association of Sports Economists.
• Mico Mrkaic, 2010. "Data Dissemination Standards and the Statistical Quality of the IMF’s World Economic Outlook Forecasts," IMF Working Papers 10/203, International Monetary Fund.
• Maximo Camacho & Rafael Domenech, 2010. "MICA-BBVA: A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting," Working Papers 1021, BBVA Bank, Economic Research Department.
• Willy A Hoffmaister & Jens R Clausen, 2010. "Cyclical Behavior of Inventories and Growth Projections Recent Evidence From Europe and the United States," IMF Working Papers 10/212, International Monetary Fund.
• Daniel L. Thornton & Giorgio Valente, 2010. "Predicting bond excess returns with forward rates: an asset-allocation perspective," Working Papers 2010-034, Federal Reserve Bank of St. Louis.
• Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Asymmetry and Long Memory in Volatility Modelling," Working Papers in Economics 10/60, University of Canterbury, Department of Economics and Finance.
• N. Vijayamohanan Pillai, 2010. "Electricity Demand Analysis and Forecasting- The Tradition is Questioned," Working Papers id:2966, eSocialSciences.
• Zafer Dilaver & Lester C Hunt, 2010. "Industrial Electricity Demand for Turkey: A Structural Time Series Analysis," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 129, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
• Kostas Mouratidis & Dimitris Kenourgios & Aris Samitas, 2010. "Evaluating currency crisis:A multivariate Markov switching approach," Working Papers 2010018, The University of Sheffield, Department of Economics, revised Oct 2010.
• Richard S. Ruback, 2010. "Valuation when Cash Flow Forecasts are Biased," Harvard Business School Working Papers 11-036, Harvard Business School.
• Reginald Darius, 2010. "Can Global Liquidity Forecast Asset Prices?," IMF Working Papers 10/196, International Monetary Fund.