Report NEP-FOR-2012-03-21

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Tommaso Proietti & Helmut Luetkepohl, 2011. "Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?," Economics Working Papers ECO2011/29, European University Institute.
• Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone, 2012. "Constructing Optimal Density Forecasts from Point Forecast Combinations," Série Textos para Discussão (Working Papers) 5, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
• Marco Del Negro & Frank Schorfheide, 2012. "DSGE model-based forecasting," Staff Reports 554, Federal Reserve Bank of New York.
• Marcella Lucchetta & Gianni De Nicolo, 2012. "Systemic Real and Financial Risks; Measurement, Forecasting, and Stress Testing," IMF Working Papers 12/58, International Monetary Fund.
• Tobias Kitlinski & Torsten Schmidt, 2011. "The Forecasting Performance of an Estimated Medium Run Model," Ruhr Economic Papers 0301, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Alessandro Borin & Riccardo Cristadoro & Roberto Golinelli & Giuseppe Parigi, 2012. "Forecasting world output: the rising importance of emerging economies," Temi di discussione (Economic working papers) 853, Bank of Italy, Economic Research and International Relations Area.
• John M Maheu & Yong Song, 2012. "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers tecipa-448, University of Toronto, Department of Economics.
• Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers 1137, University of Strathclyde Business School, Department of Economics.
• Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
• Louis Morel, 2012. "A Foreign Activity Measure for Predicting Canadian Exports," Discussion Papers 12-1, Bank of Canada.
• Rhema Vaithianathan & Nan Jiang & Toni Ashton, 2012. "A Model for Predicting Readmission Risk in New Zealand," Working Papers 2012-02, Auckland University of Technology, Department of Economics.
• Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
• Helmut Luetkepohl, 2011. "Vector Autoregressive Models," Economics Working Papers ECO2011/30, European University Institute.
• Geoffroy de Clippel & Kareen Rozen, 2012. "Bounded Rationality and Limited Datasets," Cowles Foundation Discussion Papers 1853, Cowles Foundation for Research in Economics, Yale University, revised May 2014.
• Jon Faust & Abhishek Gupta, 2012. "Posterior Predictive Analysis for Evaluating DSGE Models," NBER Working Papers 17906, National Bureau of Economic Research, Inc.
• Ana Conte & John D. Hey, 2012. "Assessing Multiple Prior Models of Behaviour under Ambiguity," Jena Economics Research Papers 2011-068, Friedrich-Schiller-University Jena.
• Josef Teichmann & Mario V. Wuthrich, 2012. "Consistent Long-Term Yield Curve Prediction," Papers 1203.2017, arXiv.org.
• Harriet Orcutt Duleep & David Jaeger, 2011. "Earnings Growth versus Measures of Income and Education for Predicting Mortality," Working Papers wp257, University of Michigan, Michigan Retirement Research Center.