Report NEP-FOR-2013-10-02

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:

• Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
• Cruz, Christopher John & Mapa, Dennis, 2013. "An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models," MPRA Paper 50078, University Library of Munich, Germany.
• Kitov, Ivan & KItov, Oleg, 2013. "Does Banque de France control inflation and unemployment?," MPRA Paper 50239, University Library of Munich, Germany.
• Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 744, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Sessi Tokpavi, 2013. "Testing for the Systemically Important Financial Institutions: a Conditional Approach," EconomiX Working Papers 2013-27, University of Paris Nanterre, EconomiX.
• Yanshan Wang, 2013. "Stock price direction prediction by directly using prices data: an empirical study on the KOSPI and HSI," Papers 1309.7119, arXiv.org, revised Jan 2017.
• RASHED, Yasmine & MEERSMAN, Hilde & VAN DE VOORDE, Eddy & VANELSLANDER, Thierry, 2013. "A univariate analysis: Short-term forecasts of container throughput in the port of Antwerp," Working Papers 2013022, University of Antwerp, Faculty of Business and Economics.
• Dimitrios P. Louzis, 2013. "Measuring return and volatility spillovers in euro area financial markets," Working Papers 154, Bank of Greece.
• Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper 50235, University Library of Munich, Germany.
• Zbigniew Michna & Peter Nielsen, 2013. "The impact of lead time forecasting on the bullwhip effect," Papers 1309.7374, arXiv.org, revised Jul 2015.
• Oliviero Casacchia & Massimiliano Crisci, 2013. "(English) The Rome Metropolitan Area’s population: recent demographic evolution and forecast to 2024 (Italiano) La popolazione dell’area metropolitana di Roma. Evoluzione demografica e previsioni al 2," IRPPS Working Papers 56:2013, National Research Council, Institute for Research on Population and Social Policies.
• Ibrahim Abada & Pierre-André Jouvet, 2013. "A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets: The S-GaMMES model," Working Papers 1308, Chaire Economie du climat.