Report NEP-FOR-2012-12-15

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:

• Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working papers 2012-38, University of Connecticut, Department of Economics, revised Dec 2013.
• Kajal Lahiri & Liu Yang, 2012. "Forecasting Binary Outcomes," Discussion Papers 12-09, University at Albany, SUNY, Department of Economics.
• Bert de Bruijn & Philip Hans Franses, 2012. "Managing Sales Forecasters," Tinbergen Institute Discussion Papers 12-131/III, Tinbergen Institute.
• Bruno Feunou & Jean-Sébastien Fontaine, 2012. "Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields," Staff Working Papers 12-37, Bank of Canada.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series) 1227, Federal Reserve Bank of Cleveland.
• Charles, Jacky S. & Fullerton, Thomas M., Jr., 2012. "An Error Correction Analysis of Visitor Arrivals to the Bahamas," MPRA Paper 43064, University Library of Munich, Germany.
• Marija Kuzmanovic & Peter Sanfey, 2012. "Can consumer confidence data predict real variables? Evidence from Croatia," Working Papers 151, European Bank for Reconstruction and Development, Office of the Chief Economist.
• Beechey, Meredith & Österholm, Pär, 2012. "Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation," Working Papers 127, National Institute of Economic Research.
• David Cobham & Yue Kang, 2012. "Time Horizons And Smoothing In the Bank of England's Reaction Function: The Contrast Between The Standard GMM And Ex Ante Forecast Approaches," Heriot-Watt University Economics Discussion Papers 1208, Department of Economics, School of Management and Languages, Heriot Watt University.
• TengTeng Xu, 2012. "The Role of Credit in International Business Cycles," Staff Working Papers 12-36, Bank of Canada.
• Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2012. "Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations," Working Papers ECARES ECARES 2012-046, ULB -- Universite Libre de Bruxelles.
• Hunt Allcott & Nathan Wozny, 2012. "Gasoline Prices, Fuel Economy, and the Energy Paradox," NBER Working Papers 18583, National Bureau of Economic Research, Inc.
• Kristle Romero Cortes, 2012. "Did local lenders forecast the bust? Evidence from the real estate market," Working Papers (Old Series) 1226, Federal Reserve Bank of Cleveland.
• Brandon Kaplowitz & Siddharth G. Reddy, 2012. "Stochastic PDEs and Quantitative Finance: The Black-Scholes-Merton Model of Options Pricing and Riskless Trading," Papers 1212.1919, arXiv.org, revised Jul 2013.