NEP-FOR-2005-11-19

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Report NEP-FOR-2005-11-19

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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The following items were anounced in this report:

Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics. [Downloadable!]
Ali Dib & Kevin Moran, 2005. "Forecasting with the New-Keynesian Model: An Experiment with Canadian Data," Computing in Economics and Finance 2005 235, Society for Computational Economics. [Downloadable!]
Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Working Papers 05-31, Bank of Canada. [Downloadable!]
Christoph Schleicher & Francisco Barillas, 2005. "Common Trends and Common Cycles in Canadian Sectoral Output," Computing in Economics and Finance 2005 214, Society for Computational Economics. [Downloadable!]
Gonzalo Llosa & Vicente Tuesta & Marco Vega, 2005. "A BVAR Forecasting Model For Peruvian Inflation," Working Papers 2005-007, Banco Central de Reserva del Perú. [Downloadable!]
Carlos CapistrÃ¡n-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics. [Downloadable!]
J. Huston McCulloch, 2005. "The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation," Computing in Economics and Finance 2005 239, Society for Computational Economics. [Downloadable!]
Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2005. "Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," NBER Working Papers 11775, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Glaser, Markus & Langer, Thomas & Reynders, Jens & Weber, Martin, 2005. "Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns," Sonderforschungsbereich 504 Publications 05-40, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
Item repec:cnb:wpaper:2005/1 is not listed on IDEAS anymore
A. Onatski & V. Karguine, 2005. "Curve Forecasting by Functional Autoregression," Computing in Economics and Finance 2005 59, Society for Computational Economics. [Downloadable!]
Fabio Trojani & Francesco Audrino, 2005. "Accurate Yield Curve Scenarios Generation using Functional Gradient Descent," Computing in Economics and Finance 2005 14, Society for Computational Economics. [Downloadable!]
Eleftherios Giovanis, 2005. "‘‘Moving Median’’ A New Method Of Forecasting," Econometrics 0511013, EconWPA. [Downloadable!]
Kesten C. Green & J. Scott Armstrong, 2005. "The war in Iraq: Should we have expected better forecasts?," Others 0511003, EconWPA. [Downloadable!]
Marc P. Giannoni & Jean Boivin, 2005. "DSGE Models in a Data-Rich Environment," Computing in Economics and Finance 2005 431, Society for Computational Economics. [Downloadable!]
Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle, 2005. "High Frequency Multiplicative Component Garch," Computing in Economics and Finance 2005 409, Society for Computational Economics. [Downloadable!]
James Mitchell, 2005. "Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area," Computing in Economics and Finance 2005 52, Society for Computational Economics. [Downloadable!]

This page was last updated on 2008-7-20.

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