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Report NEP-FOR-2011-11-21
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- de Bruijn, L.P. & Franses, Ph.H.B.F., 2011. "Evaluating the Rationality of Managers' Sales Forecasts," Econometric Institute Research Papers EI 2011-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Tim Bollerslev & James Marrone & Lai Xu & Hao Zhou, 2011. "Stock return predictability and variance risk premia: statistical inference and international evidence," Finance and Economics Discussion Series 2011-52, Board of Governors of the Federal Reserve System (U.S.).
- Xibin Zhang & Maxwell L. King, 2011. "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers 24/11, Monash University, Department of Econometrics and Business Statistics.
- Rossen, Anja, 2011. "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers 113, Hamburg Institute of International Economics (HWWI).
- Adam Elbourne & Coen Teulings, 2011. "The potential of a small model," CPB Discussion Paper 193, CPB Netherlands Bureau for Economic Policy Analysis.
- Gabriel Desgranges & Stéphane Gauthier, 2011. "Privileged information exacerbates market volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639813, HAL.
- Fumagalli, Laura & Sala, Emanuela, 2011. "The total survey error paradigm and pre-election polls: the case of the 2006 Italian general elections," ISER Working Paper Series 2011-29, Institute for Social and Economic Research.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
- Item repec:dgr:uvatin:20110161 is not listed on IDEAS anymore
- Shepherd, Ben, 2011. "When are adaptive expectations rational? A generalization," MPRA Paper 34644, University Library of Munich, Germany.
- Massimiliano Caporin & Angelo Ranaldo, 2011. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers 2011-11, Swiss National Bank.