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10 documents matched the search for the 2012-09-09 issue of the NEP report on Forecasting (nep-for).
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1. Estimating High-Dimensional Time Series Models
   Marcelo Medeiros and Eduardo F. Mendes
   from Department of Economics and Business Economics, Aarhus University (2012)
   Keywords: sparse models, shrinkage, LASSO, adaLASSO, time series, forecasting.
   JEL-codes: C22
   Created/Revised: 2012-09-04 Added/Modified: 2012-09-06
2. An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal
   Xisong Jin and Francisco Nadal De Simone
   from Central Bank of Luxembourg (2012)
   Keywords: financial stability, macroprudential policy, credit risk, early warning indicators, default probability, Generalized Dynamic Factor Model, dynamic copulas, GARCH
   JEL-codes: C30; E44; G1
   Created/Revised: 2012-07-01 Added/Modified: 2012-08-30
3. What Central Bankers Need to Know about Forecasting Oil Prices
   Lutz Kilian and Christiane Baumeister
   from C.E.P.R. Discussion Papers (2012)
   Keywords: Central banks; Forecasting methods; Oil futures prices; Out-of-sample forecast; Quarterly horizon; Real price of oil; Real-time data; Var
   JEL-codes: C53; E32; Q43
   Created/Revised: 2012-09-01 Added/Modified: 2014-11-28
4. Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth
   Michael Clements
   from University of Warwick, Department of Economics (2012)
   Keywords: Subjective uncertainty ; realized uncertainty ; output growth forecasts ; inflation forecasts.
   Created/Revised: 2012-01-01 Added/Modified: 2012-09-06
5. Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis
   Pablo Pincheira and Carlos A. Medel
   from Central Bank of Chile (2012)
   Created/Revised: 2012-08-01 Added/Modified: 2012-09-05
6. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
   Mehmet Balcilar, Rangan Gupta and Stephen Miller
   from University of Pretoria, Department of Economics (2012)
   Keywords: Forecasting, Linear and non-linear models, US and Census housing price indexes
   JEL-codes: C32; R31
   Created/Revised: 2012-08-01 Added/Modified: 2014-08-05
7. Performance of a reciprocity model in predicting a positive reciprocity decision
   Kornpob Bhirombhakdi and Tanapong Potipiti
   from University Library of Munich, Germany (2012)
   Keywords: Reciprocity, Model performance, Trust game
   JEL-codes: C91
   Created/Revised: 2012-07-08 Added/Modified: 2015-03-31
8. Three Essays on Robustness and Asymmetries in Central Bank Forecasting
   Taro Ikeda
   from Graduate School of Economics, Kobe University (2012)
   Keywords: robust control, asymmetric forecasting, bounded rationality
   JEL-codes: E50; E52; E58
   Created/Revised: 2012-08-01 Added/Modified: 2012-08-24
9. The Dark Side of the Vote - Biased Voters, Social Information, and Information Aggregation Through Majority Voting
   Rebecca Morton, Marco Piovesan and Jean-Robert Tyran
   from University of Copenhagen. Department of Economics (2012)
   JEL-codes: C92; D02; D03; D7
   Created/Revised: 2012-08-08 Added/Modified: 2012-08-27
10. Now-casting and the real-time data flow
    Lucrezia Reichlin, Domenico Giannone, Michele Modugno and Marta Banbura
    from C.E.P.R. Discussion Papers (2012)
    Keywords: Dynamic factor model; High-dimensional data; Macroeconomic forecasting; Macroeconomic news; Mixed-frequency; Real-time data; State-space models
    JEL-codes: C01; C33; C53; E32; E37
    Created/Revised: 2012-09-01 Added/Modified: 2014-11-28

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Documents 1 to 10, page 1 of 1. 10 documents matched the search for the 2012-09-09 issue of the NEP report on Forecasting (nep-for).
Documents 1 to 10, page 1 of 1. Number of results per page 20 30 50 100 200 500 1000