Report NEP-FOR-2005-08-13This 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.
The following items were announced in this report:
- Helmut Luetkepohl, 2004. "Forecasting with VARMA Models," Economics Working Papers, European University Institute ECO2004/25, European University Institute.
- Zacharias Bragoudakis, 2005. "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics, EconWPA 0507013, EconWPA.
- Catalin Starica & Stefano Herzel & Tomas Nord, 2005. "Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?," Econometrics, EconWPA 0508003, EconWPA.
- Prasad Bidarkota & Khurshid M. Kiani, 2004. "No Predictable Components in G7 Stock Returns," Working Papers, Florida International University, Department of Economics 0416, Florida International University, Department of Economics.
- Menzie Chinn & Jeffrey Frankel, 2005. "Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency?," NBER Working Papers 11510, National Bureau of Economic Research, Inc.
- Ali al-Nowaihi & Sanjit Dhami, 2005. "Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations," Discussion Papers in Economics, Department of Economics, University of Leicester 05/22, Department of Economics, University of Leicester.
- Jean-Marc Burniaux & Romain Duval & Florence Jaumotte, 2004. "Coping with Ageing: A Dynamic Approach to Quantify the Impact of Alternative Policy Options on Future Labour Supply in OECD Countries," OECD Economics Department Working Papers, OECD Publishing 371, OECD Publishing.
- Ferda HALICIOGLU, 2005. "Forecasting the Professional Team Sporting Events: Evidence from Euro 2000 and 2004 Football Tournaments," Industrial Organization, EconWPA 0508001, EconWPA.
- Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2005. "Spatial Dependence, Housing Submarkets, and House Prices," FAME Research Paper Series, International Center for Financial Asset Management and Engineering rp151, International Center for Financial Asset Management and Engineering.
- Martin Smid, 2005. "Forecasting in Continuous Double Auction," Econometrics, EconWPA 0508002, EconWPA, revised 31 Dec 2005.