Report NEP-FOR-2010-10-23

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:

• Fornari, Fabio & Lemke, Wolfgang, 2010. "Predicting recession probabilities with financial variables over multiple horizons," Working Paper Series 1255, European Central Bank.
• Jonsson, Thomas & Österholm, Pär, 2010. "The Forecasting Properties of Survey-Based Wage-Growth Expectations," Working Papers 121, National Institute of Economic Research.
• Pami Dua & Lokendra Kumawat, 2010. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working Papers id:3005, eSocialSciences.
• Item repec:ner:oxford:http://economics.ouls.ox.ac.uk/14904/ is not listed on IDEAS anymore

• Item repec:dgr:kubcen:2010105 is not listed on IDEAS anymore

• Caporin, M. & McAleer, M.J., 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," Econometric Institute Research Papers EI 2010-57, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Maurizio Bovi, 2010. "Heterogeneous Expectations and the Predictive Power of Econometric Models," ISAE Working Papers 125, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers 727, Kyoto University, Institute of Economic Research.
• Item repec:dgr:kubcen:2010107 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1765020964 is not listed on IDEAS anymore

• Alfaro, Rodrigo & Sagner, Andres, 2010. "Financial Forecast for the Relative Strength Index," MPRA Paper 25913, University Library of Munich, Germany, revised Apr 2010.
• Antonis A. Michis, 2010. "Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment," Working Papers 2010-9, Central Bank of Cyprus.
• José Valentim Machado Vicente & Osmani Teixeira de Carvalho Guillen, 2010. "Do Inflation-linked Bonds Contain Information about Future Inflation?," Working Papers Series 214, Central Bank of Brazil, Research Department.
• J. Isaac Miller & Shawn Ni, 2010. "Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy," Working Papers 1012, Department of Economics, University of Missouri.
• V. Cauberghe & M. Geuens & P. De Pelsmacker, 2010. "Context Effects of TV Programme-Induced Interactivity and Telepresence on Advertising Responses," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/671, Ghent University, Faculty of Economics and Business Administration.
• Wilfried Rickels & Dennis Görlich & Gerrit Oberst, 2010. "Explaining European Emission Allowance Price Dynamics: Evidence from Phase II," Kiel Working Papers 1650, Kiel Institute for the World Economy.
• Antonio Bassanetti & Michele Caivano & Alberto Locarno, 2010. "Modelling Italian potential output and the output gap," Temi di discussione (Economic working papers) 771, Bank of Italy, Economic Research and International Relations Area.
• P. Baecke & D. Van Den Poel, 2010. "Improving purchasing behavior predictions by data augmentation with situational variables," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/658, Ghent University, Faculty of Economics and Business Administration.
• Adrian Pagan, 2010. "Can Turkish Recessions Be Predicted?," Koç University-TUSIAD Economic Research Forum Working Papers 1027, Koc University-TUSIAD Economic Research Forum.