23 documents matched the search for the 2012-08-23 issue of the NEP report on Forecasting (nep-for), currently edited by Rob J Hyndman.
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11121
Assessing the usefulness of accounting information as an instrument to predict business failure in Spanish cooperatives,
Sergio Mari-Vidal, Elies Segui-Mas, Maria del Mar Marin-Sanchez and Alicia Mateos-Ronco,
from International Association of Agricultural Economists
(2012)
Keywords: Agribusiness, Farm Management, Risk and Uncertainty
A tutorial note on the properties of ARIMA optimal forecasts,
Jaqueson Galimberti,
from University Library of Munich, Germany
(2012)
Keywords: optimal forecasts; forecasts properties; ARIMA
TMPM.ado: The Trauma Mortality Prediction Model is Robust to ICD-9 and AIS Coding Lexicons,
Alan Cook and Turner M. Osler,
from Stata Users Group
(2012)
Measuring GDP Forecast Uncertainty Using Quantile Regressions,
Thomas Laurent and Tomasz Kozluk,
from OECD Publishing
(2012)
Keywords: forecasting, GDP, incertitude, PIB, prévisions, quantile regression, régression quantile, uncertainty
Sparse partial least squares in time series for macroeconomic forecasting,
Julieta Fuentes, Pilar Poncela and Julio Rodríguez,
from Universidad Carlos III de Madrid. Departamento de EstadÃstica
(2012)
Keywords: Forecasting
Forecasting Bond Yields with Segmented Term Structure Models,
Caio Almeida, Axel Simonsen and José Vicente,
from Central Bank of Brazil, Research Department
(2012)
Over-optimistic Official Forecasts in the Eurozone and Fiscal Rules,
Jeffrey Frankel and Jesse Schreger,
from National Bureau of Economic Research, Inc
(2012)
What Drives Commodity Prices?,
Shu-Ling Chen, John D. Jackson, Hyeongwoo Kim and Pramesti Resiandini,
from University Library of Munich, Germany
(2012)
Keywords: Commodity Prices; US Nominal Exchange Rate; Panel Analysis of Nonstationarity in Idiosyncratic and Common Components; Cross-Section Dependence; Out-of-Sample Forecast
Assessing the Economic Value of El Niñobased seasonal climate forecasts for smallholder farmers in Zimbabwe,
Ephias Makaudze,
from Economic Research Southern Africa
(2012)
Keywords: climate change, Other Macroeconomic Variables
Optimal Combination of Survey Forecasts,
Cristina Conflitti, Christine De Mol and Domenico Giannone,
from ULB -- Universite Libre de Bruxelles
(2012)
Keywords: forecast combination; forecast evaluation; survey of professional forecasters; real-time data; shrinkage; high-dimensional data
An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates,
Alexander Guarín López, Andres Gonzalez, Daphné Skandalis and Daniela Sánchez,
from Banco de la Republica de Colombia
(2012)
Keywords: Early Warning Indicator, Credit Booms, Business Cycles, Emerging Markets.
Evaluation of Short Run Inflation Forecasts in Chile,
Pablo Pincheira and Roberto Alvarez,
from Central Bank of Chile
(2012)
Bayesian semiparametric multivariate GARCH modeling,
Mark Jensen and John Maheu,
from Federal Reserve Bank of Atlanta
(2012)
Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis,
George Halkos and Ilias Kevork,
from University Library of Munich, Germany
(2012)
Keywords: Newsvendor model; Loss of goodwill; Target inventory measures; Prediction interval; Accuracy information metric
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating,
Ralf Brüggemann and Jing Zeng,
from Department of Economics, University of Konstanz
(2012)
Keywords: forecasting, factor model, backdating, European monetary union, constructing EMU data
Intermittent demand forecasting for inventory control: A multi-series approach,
Ralph Snyder, Adrian Beaumont and John Ord,
from Monash University, Department of Econometrics and Business Statistics
(2012)
Keywords: Demand forecasting; inventory control; shifted Poisson distribution
Forecasting with Bayesian Vector Autoregressions,
Sune Karlsson,
from Örebro University, School of Business
(2012)
Keywords: Markov chain Monte Carlo; Structural VAR; Cointegration; Condi- tional forecasts; Time-varying parameters; Stochastic volatility; Model selection; Large VAR
Revisions in official data and forecasting,
Cecilia Frale and Valentina Raponi,
from Department of the Treasury, Ministry of the Economy and of Finance
(2012)
Keywords: Data revisions, real-time dataset, mixed frequency, Dynamic factor Model.
Uncertainty and Heterogeneity in factor models forecasting,
Matteo Luciani and Libero Monteforte,
from Department of the Treasury, Ministry of the Economy and of Finance
(2012)
Keywords: Factor models, Model uncertainty, Forecast combination, Density forecast.
On the role of the estimation error in prediction of expected shortfall,
Carl Lönnbark,
from Umeå University, Department of Economics
(2012)
Keywords: Backtesting; Delta method; Finance; GARCH; Risk Management
Markov Chain Model of Land Use Change in the Twin Cities,
Michael Iacono, David Levinson, Ahmed El-Geneidy and Rania Wasfi,
from University of Minnesota: Nexus Research Group
(2012)
Keywords: Markov chain, land use model
Changing central bank transparency in Central and Eastern Europe during the financial crisis,
Csaba Csávás, Szilárd Erhart, Anna Naszodi and Klára Pintér,
from University Library of Munich, Germany
(2012)
Keywords: central banking; transparency; financial crises; survey expectations; forecasting
Selecting forecasting models for portfolio allocation,
Adam Clements, Mark Doolan, Stan Hurn and Ralf Becker,
from National Centre for Econometric Research
(2012)
Keywords: Multivariate volatility, portfolio allocation, forecast evaluation, model selection, model confidence set
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