Report NEP-FOR-2009-11-14

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:

• Blaskowitz, Oliver J. & Herwartz, Helmut, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers 2009-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Francesco, D'Amuri, 2009. "Predicting unemployment in short samples with internet job search query data," MPRA Paper 18403, University Library of Munich, Germany.
• Eric Girardin & Konstantin A. Kholodilin, 2009. "Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?," Discussion Papers of DIW Berlin 938, DIW Berlin, German Institute for Economic Research.
• Marmer, Vadim, 2009. "Nonlinearity, Nonstationarity, and Spurious Forecasts," Microeconomics.ca working papers vadim_marmer-2009-60, Vancouver School of Economics, revised 03 Nov 2009.
• Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
• Chul-Yong Lee & Jongsu Lee, 2009. "Demand Forecasting in the Early Stage of the Technology's Life Cycle Using Bayesian update," TEMEP Discussion Papers 200903, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Apr 2009.
• Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators," CSEF Working Papers 240, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Jongsu Lee & Chul-Yong Lee, 2009. "A Forecasting Model Incorporating Replacement Purchase: Mobile Handsets in South Korea's Market," TEMEP Discussion Papers 200904, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Apr 2009.
• Andres Fernandez & Norman R. Swanson, 2009. "Real-time datasets really do make a difference: definitional change, data release, and forecasting," Working Papers 09-28, Federal Reserve Bank of Philadelphia.
• Öller, L-E & Stockhammar, P, 2009. "Density forecasting of the Dow Jones share index," MPRA Paper 18582, University Library of Munich, Germany.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
• O'Brien, Meghan, 2009. "Retail Forecast Holiday 2009," Staff General Research Papers Archive 13119, Iowa State University, Department of Economics.
• Jamie Hall & Jarkko Jääskelä, 2009. "Inflation Volatility and Forecast Accuracy," RBA Research Discussion Papers rdp2009-06, Reserve Bank of Australia.
• Valentina Corradi & Norman R. Swanson, 2009. "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Working Papers 09-29, Federal Reserve Bank of Philadelphia.
• Xin Jin & John M Maheu, 2009. "Modelling Realized Covariances," Working Papers tecipa-382, University of Toronto, Department of Economics.