Report NEP-FOR-2012-05-15

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:

• Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012. "Forecasting national recessions using state level data," Working Papers 2012-013, Federal Reserve Bank of St. Louis.
• Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2011. "Using the Yield Curve in Forecasting Output Growth and In?flation," CREATES Research Papers 2012-17, Department of Economics and Business Economics, Aarhus University.
• Boudt, Kris & De Goeij, Peter & Thewissen, James & Van Campenhout, Geert, 2012. "The short term prediction of analysts' forecast error," Working Papers 2012/16, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
• Thomas Theobald, 2012. "Combining Recession Probability Forecasts from a Dynamic Probit Indicator," IMK Working Paper 89-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Documentos de Trabajo del ICAE 2012-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
• Börjesson, Maria, 2012. "Forecasting demand for high speed rail," Working papers in Transport Economics 2012:12, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
• Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
• Börjesson, Maria, 2012. "Inter-temporal variation in the travel time and travel cost parameters of transport models," Working papers in Transport Economics 2012:16, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
• Nidhi Aggarwal & Manish Singh & Susan Thomas, 2012. "Do changes in distance-to-default anticipate changes in the credit rating?," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2012-010, Indira Gandhi Institute of Development Research, Mumbai, India.
• Edward P. Herbst & Frank Schorfheide, 2012. "Evaluating DSGE model forecasts of comovements," Finance and Economics Discussion Series 2012-11, Board of Governors of the Federal Reserve System (U.S.).
• Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas, 2012. "What does financial volatility tell us about macroeconomic fluctuations?," Finance and Economics Discussion Series 2012-09, Board of Governors of the Federal Reserve System (U.S.).
• Eric Hillebrand & Tae-Hwy Lee, 2012. "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," CREATES Research Papers 2012-18, Department of Economics and Business Economics, Aarhus University.
• Dominique Guegan & Xin Zhao, 2012. "Alternative Modeling for Long Term Risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00694449, HAL.
• Marcelle Chauvet & Jack G. Selody & Douglas Laxton & Michael Kumhof & Jaromir Benes & Ondrej Kamenik & Susanna Mursula, 2012. "The Future of Oil; Geology Versus Technology," IMF Working Papers 12/109, International Monetary Fund.
• Ondrej Rydval, 2012. "The Causal Effect of Cognitive Abilities on Economic Behavior: Evidence from a Forecasting Task with Varying Cognitive Load," CERGE-EI Working Papers wp457, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Elena Mitsek & Sergey Mitsek, 2011. "Econometric Model of Investment in Fixed Assets in Russian Federation: Estimates and Forecasts," DEGIT Conference Papers c016_030, DEGIT, Dynamics, Economic Growth, and International Trade.
• Daniel Detzer & Christian R. Proaño & Katja Rietzler & Sven Schreiber & Thomas Theobald & Sabine Stephan, 2012. "Verfahren der konjunkturellen Wendepunktbestimmung unter Berücksichtigung der Echtzeit-Problematik," IMK Studies 27-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Leonardo Becchetti & Rocco Ciciretti & Alessandro Giovannelli, 2012. "Corporate Social Responsibility and Earnings Forecasting Unbiasedness," CEIS Research Paper 233, Tor Vergata University, CEIS, revised 08 Feb 2013.
• Item repec:pdn:wpaper:50 is not listed on IDEAS anymore

• Mark J. Jensen & John M. Maheu, 2012. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," FRB Atlanta Working Paper 2012-06, Federal Reserve Bank of Atlanta.
• Item repec:esx:essedp:713 is not listed on IDEAS anymore

• Ed Tower, 2012. "Tobin’S Q Versus Cape Versus Caper: Predicting Stock Market Returns Using Fundamentals and Momentum," Working Papers 12-02, Duke University, Department of Economics.
• Phurichai Rungcharoenkitkul, 2012. "Modeling with Limited Data; Estimating Potential Growth in Cambodia," IMF Working Papers 12/96, International Monetary Fund.