Report NEP-FOR-2011-04-02

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:

• Li Zeng, 2011. "Evaluating GDP Forecasting Models for Korea," IMF Working Papers 11/53, International Monetary Fund.
• Rochelle M. Edge & Refet S. Gürkaynak, 2011. "How useful are estimated DSGE model forecasts?," Finance and Economics Discussion Series 2011-11, Board of Governors of the Federal Reserve System (U.S.).
• Troy D Matheson, 2011. "New Indicators for Tracking Growth in Real Time," IMF Working Papers 11/43, International Monetary Fund.
• Paolo A. Pesenti & Jan J.J. Groen, 2011. "Commodity prices, commodity currencies, and global economic developments," European Economy - Economic Papers 2008 - 2015 440, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Rangan Gupta & Mampho P. Modise, 2011. "Macroeconomic Variables and South African Stock Return Predictability," Working Papers 201107, University of Pretoria, Department of Economics.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Liebermann, Joelle, 2011. "Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters," Research Technical Papers 3/RT/11, Central Bank of Ireland.
• Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers 0124, Dipartimento di Scienze Economiche "Marco Fanno".
• Missaka Warusawitharana, 2011. "The expected real return to equity," Finance and Economics Discussion Series 2011-14, Board of Governors of the Federal Reserve System (U.S.).
• Peltonen, Tuomas A. & Lo Duca, Marco, 2011. "Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events," Working Paper Series 1311, European Central Bank.
• Marcos Poplawski Ribeiro & Jan-Christoph Rülke, 2011. "Fiscal Expectations Under the Stability and Growth Pact; Evidence from Survey Data," IMF Working Papers 11/48, International Monetary Fund.
• Surico, Paolo & ,, 2011. "A Century of Inflation Forecasts," CEPR Discussion Papers 8292, C.E.P.R. Discussion Papers.