Report NEP-FOR-2012-08-23

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:

• Matteo Luciani & Libero Monteforte, 2012. "Uncertainty and Heterogeneity in factor models forecasting," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
• Galimberti, Jaqueson K., 2012. "A tutorial note on the properties of ARIMA optimal forecasts," MPRA Paper 40303, University Library of Munich, Germany, revised 27 Jul 2012.
• Adam E Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2012. "Selecting forecasting models for portfolio allocation," NCER Working Paper Series 85, National Centre for Econometric Research.
• Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
• Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright, 2012. "Forecasting Interest Rates with Shifting Endpoints," Tinbergen Institute Discussion Papers 12-076/4, Tinbergen Institute.
• Te Bao & John Duffy & Cars Hommes, 2012. "Learning, Forecasting and Optimizing: An Experimental Study," Tinbergen Institute Discussion Papers 12-015/1, Tinbergen Institute.
• Cristina Conflitti & Christine De Mol & Domenico Giannone, 2012. "Optimal Combination of Survey Forecasts," Working Papers ECARES ECARES 2012-023, ULB -- Universite Libre de Bruxelles.
• Cecilia Frale & Valentina Raponi, 2012. "Revisions in official data and forecasting," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
• Ralf Brüggemann & Jing Zeng, 2012. "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Working Paper Series of the Department of Economics, University of Konstanz 2012-15, Department of Economics, University of Konstanz.
• Pablo Pincheira & Roberto Álvarez, 2012. "Evaluation of Short Run Inflation Forecasts in Chile," Working Papers Central Bank of Chile 674, Central Bank of Chile.
• Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio, 2012. "Sparse partial least squares in time series for macroeconomic forecasting," DES - Working Papers. Statistics and Econometrics. WS ws122216, Universidad Carlos III de Madrid. Departamento de Estadística.
• Jeffrey A. Frankel & Jesse Schreger, 2012. "Over-optimistic Official Forecasts in the Eurozone and Fiscal Rules," NBER Working Papers 18283, National Bureau of Economic Research, Inc.
• Item repec:dgr:uvatin:20120042 is not listed on IDEAS anymore

• Bert de Bruijn & Philip Hans Franses, 2012. "What drives the Quotes of Earnings Forecasters?," Tinbergen Institute Discussion Papers 12-067/4, Tinbergen Institute.
• Mark J. Jensen & John M. Maheu, 2012. "Bayesian semiparametric multivariate GARCH modeling," FRB Atlanta Working Paper 2012-09, Federal Reserve Bank of Atlanta.
• Item repec:dgr:uvatin:20110177 is not listed on IDEAS anymore

• Thomas Laurent & Tomasz Koźluk, 2012. "Measuring GDP Forecast Uncertainty Using Quantile Regressions," OECD Economics Department Working Papers 978, OECD Publishing.
• Ralph Snyder & Adrian Beaumont & J. Keith Ord, 2012. "Intermittent demand forecasting for inventory control: A multi-series approach," Monash Econometrics and Business Statistics Working Papers 15/12, Monash University, Department of Econometrics and Business Statistics.
• Ephias M. Makaudze, 2012. "Assessing the Economic Value of El Niñobased seasonal climate forecasts for smallholder farmers in Zimbabwe," Working Papers 303, Economic Research Southern Africa.
• Caio Almeida & Axel Simonsen & José Valentim Vicente, 2012. "Forecasting Bond Yields with Segmented Term Structure Models," Working Papers Series 288, Central Bank of Brazil, Research Department.
• Csávás, Csaba & Erhart, Szilárd & Naszódi, Anna & Pintér, Klára, 2012. "Changing central bank transparency in Central and Eastern Europe during the financial crisis," MPRA Paper 40335, University Library of Munich, Germany.
• Francis Vitek, 2012. "Policy Analysis and Forecasting in the World Economy; A Panel Unobserved Components Approach," IMF Working Papers 12/149, International Monetary Fund.
• Härdle, Wolfgang Karl & Majer, Piotr, 2012. "Yield curve modeling and forecasting using semiparametric factor dynamics," SFB 649 Discussion Papers 2012-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Item repec:dgr:rugsom:12006-eef is not listed on IDEAS anymore

• Chen, Shu-Ling & Jackson, John D. & Kim, Hyeongwoo & Resiandini, Pramesti, 2012. "What Drives Commodity Prices?," MPRA Paper 40711, University Library of Munich, Germany.
• Michael Iacono & David Levinson & Ahmed El-Geneidy & Rania Wasfi, 2012. "Markov Chain Model of Land Use Change in the Twin Cities," Working Papers 000107, University of Minnesota: Nexus Research Group.
• Alan Cook & Turner M. Osler, 2012. "TMPM.ado: The Trauma Mortality Prediction Model is Robust to ICD-9 and AIS Coding Lexicons," SAN12 Stata Conference 20, Stata Users Group.
• Lönnbark, Carl, 2012. "On the role of the estimation error in prediction of expected shortfall," Umeå Economic Studies 844, Umeå University, Department of Economics.
• Mari-Vidal, Sergio & Segui-Mas, Elies & Marin-Sanchez, Maria del Mar & Mateos-Ronco, Alicia, 2012. "Assessing the usefulness of accounting information as an instrument to predict business failure in Spanish cooperatives," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 128561, International Association of Agricultural Economists.
• Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 723, Banco de la Republica de Colombia.
• Halkos, George & Kevork, Ilias, 2012. "Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis," MPRA Paper 40724, University Library of Munich, Germany.