Report NEP-FOR-2006-01-24

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Other reports in NEP-FOR

The following items were anounced in this report:

• Marie Diron & Benoît Mojon, 2005. "Forecasting the central bank’s inflation objective is a good rule of thumb," Working Paper Series 564, European Central Bank. [Downloadable!]
• Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Working Papers 05-44, Bank of Canada. [Downloadable!]
• Nicoletta Batini & Alejandro Justiniano & Paul Levine & Joseph Pearlman, 2004. "Robust Inflation-Forecast-Based Rules to Shield against Indeterminacy," Department of Economics Discussion Papers 0804, Department of Economics, University of Surrey. [Downloadable!]
• Amstad, Marlene & Fischer, Andreas M, 2005. "Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data," CEPR Discussion Papers 5395, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Helge Berger & Michael Ehrmann & Marcel Fratzscher, 2006. "Forecasting ECB monetary policy - accuracy is (still) a matter of geography," Working Paper Series 578, European Central Bank. [Downloadable!]
• Alex Cukierman & Francesco Lippi, 2004. "Endogenous monetary policy with unobserved potential output," Temi di discussione (Economic working papers) 493, Bank of Italy, Economic Research Department. [Downloadable!]
• Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy," Macroeconomics 0512019, EconWPA, revised 04 Feb 2006. [Downloadable!]
• Refet Gurkaynak & Justin Wolfers, 2006. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Working Papers 11929, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2006. "Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," IBMEC RJ Economics Discussion Papers 2006-01, Economics Research Group, IBMEC Business School - Rio de Janeiro. [Downloadable!]
• Mika Kuismanen & Luigi Pistaferri, 2006. "Information, habits, and consumption behavior - evidence from micro data," Working Paper Series 572, European Central Bank. [Downloadable!]
• George Athanasopoulos & Farshid Vahid, 2006. "VARMA versus VAR for Macroeconomic Forecasting," Monash Econometrics and Business Statistics Working Papers 4/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl, 2006. "On the Appropriateness of Inappropriate VaR Models," SFB 649 Discussion Papers SFB649DP2006-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Tuomas A. Peltonen, 2006. "Are emerging market currency crises predictable? A test," Working Paper Series 571, European Central Bank. [Downloadable!]
• Charles Engel & John H. Rogers, 2006. "The U.S. Current Account Deficit and the Expected Share of World Output," NBER Working Papers 11921, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Ando, Amy & Harrington, Winston & McConnell, Virginia, 1998. "Estimating Full IM240 Emissions from Partial Test Results: Evidence from Arizona," Discussion Papers dp-98-24, Resources For the Future. [Downloadable!]
• Darrell Duffie & Leandro Siata & Ke Wang, 2006. "Multi-Period Corporate Default Prediction With Stochastic Covariates," NBER Working Papers 11962, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Wernstedt, Kris & Hersh, Robert, 2002. "Flood Planning and Climate Forecasts at the Local Level," Discussion Papers dp-02-27, Resources For the Future. [Downloadable!]
• Wernstedt, Kris & Hersh, Robert, 2001. "When ENSO Reigns, It Pours: Climate Forecasts in Flood Planning," Discussion Papers dp-01-56-, Resources For the Future. [Downloadable!]
• Sedjo, Roger & Goetzel, Alberto, 1997. "Models Needed to Assist in the Development of a National Fiber Supply Strategy for the 21st Century: Report of a Workshop," Discussion Papers dp-97-22, Resources For the Future. [Downloadable!]
• Marc Wildi & Bernd Schips, 2004. "Signal Extraction: How (In)efficient are Model-Based Approaches? An Empirical Study Based on TRAMO/SEATS and Census X-12-ARIMA," KOF Working papers 04-96, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
• Rob J Hyndman & Muhammad Akram, 2006. "Some Nonlinear Exponential Smoothing Models are Unstable," Monash Econometrics and Business Statistics Working Papers 3/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Aldy, Joseph, 2005. "Per Capita Carbon Dioxide Emissions: Convergence or Divergence?," Discussion Papers dp-05-53, Resources For the Future. [Downloadable!]

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