Report NEP-FOR-2013-01-07

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:

• Michael W. McCracken & Tucker S. McElroy, 2012. "Multi-step ahead forecasting of vector time series," Working Papers 2012-060, Federal Reserve Bank of St. Louis.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
• Robert W. Rich & Joseph Song & Joseph Tracy, 2012. "The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters," Staff Reports 588, Federal Reserve Bank of New York.
• Marco J. Lombardi & Francesco Ravazzolo, 2012. "Oil price density forecasts: exploring the linkages with stock markets," Working Paper 2012/24, Norges Bank.
• António Afonso & Jorge Silva, 2012. "The Fiscal Forecasting Track Record of the European Commission and Portugal," Working Papers Department of Economics 2012/37, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Andrea Stella & James H. Stock, 2012. "A state-dependent model for inflation forecasting," International Finance Discussion Papers 1062, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:grz:wpaper:2012-10 is not listed on IDEAS anymore

• Makram El-Shagi & Gregor von Schweinitz, 2012. "Qual VAR Revisited: Good Forecast, Bad Story," IWH Discussion Papers 12, Halle Institute for Economic Research.
• Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2012. "Estimating and Forecasting With A Dynamic Spatial Panel Data Model," Center for Policy Research Working Papers 149, Center for Policy Research, Maxwell School, Syracuse University.
• B. Onur Tas, 2012. "Why does the Federal Reserve Forecast Inflation Better than Everyone Else?," Working Papers 1207, TOBB University of Economics and Technology, Department of Economics.
• Eliasson, Jonas & Amelsfort, Dirk van & Börjesson, Maria & Brundell-Freij, Karin & Engelson, Leonid, 2012. "Accuracy of congestion pricing forecasts," Working papers in Transport Economics 2012:31, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
• Badi H. Baltagi & Long Liu, 2012. "Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances," Center for Policy Research Working Papers 138, Center for Policy Research, Maxwell School, Syracuse University.
• Janet Koech & Mark A. Wynne, 2012. "Core import price inflation in the United States," Globalization Institute Working Papers 131, Federal Reserve Bank of Dallas.
• Ginters Buss, 2012. "Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach," Working Papers 2012/06, Latvijas Banka.
• Tom Engsted & Thomas Q. Pedersen, 2012. "Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries," CREATES Research Papers 2012-58, Department of Economics and Business Economics, Aarhus University.
• Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores, 2012. "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," CEPR Discussion Papers 9269, C.E.P.R. Discussion Papers.