NEP-FOR-2005-12-09

This file is part of IDEAS, which uses RePEc data

Report NEP-FOR-2005-12-09

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:

Inoue, Atsushi & Kilian, Lutz, 2005. "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers 5304, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Timmermann, Allan G, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers 5268, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Favero, Carlo A & Marcellino, Massimiliano, 2005. "Modelling and Forecasting Fiscal Variables for the euro Area," CEPR Discussion Papers 5294, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Piotr Wdowinski & Aneta Zglinska-Pietrzak, 2005. "The Warsaw Stock Exchange Index WIG: Modelling and Forecasting," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
Carlo Altavilla & Paul De Grauwe, 2005. "Non-Linearities in the Relation between the Exchange Rate and its Fundamentals," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
Troy Matheson, 2005. "Factor model forecasts for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2005/01, Reserve Bank of New Zealand. [Downloadable!]
Anella Munro, 2005. "UIP, Expectations and the Kiwi," Reserve Bank of New Zealand Discussion Paper Series DP2005/05, Reserve Bank of New Zealand. [Downloadable!]
Martin Melecky & Daniel Buncic, 2005. "An Estimated, New Keynesian Policy Model for Australia," Macroeconomics 0511026, EconWPA. [Downloadable!]
Golinelli, Roberto & Parigi, Giuseppe, 2005. "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers 5302, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Konstantin A. Kholodilin & Boriss Siliverstovs, 2005. "On the Forecasting Properties of the Alternative Leading Indicators for the German GDP : Recent Evidence," Discussion Papers of DIW Berlin 522, DIW Berlin, German Institute for Economic Research. [Downloadable!]
Lettau, Martin & van Nieuwerburgh, Stijn, 2005. "Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability," CEPR Discussion Papers 5355, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
M. Hashem Pesaran & Martin Weale, 2005. "Survey Expectations," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
Kim, Don H. & Orphanides, Athanasios, 2005. "Term Structure Estimation with Survey Data on Interest Rate Forecasts," CEPR Discussion Papers 5341, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Dupuy,Arnaud, 2005. "An evaluation of labour market forecasts by type of education and occupation for 2002," Working Papers 002, Maastricht : ROA, Researchcentrum voor Onderwijs en Arbeidsmarkt. [Downloadable!]
Kirdan Lees & Troy Matheson, 2005. "Mind your Ps and Qs! Improving ARMA forecasts with RBC priors," Reserve Bank of New Zealand Discussion Paper Series DP2005/02, Reserve Bank of New Zealand. [Downloadable!]

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

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