NEP-FOR-2006-04-22

This file is part of IDEAS, which uses RePEc data

Report NEP-FOR-2006-04-22

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 anounced in this report:

Roberto Patuelli & Aura Reggiani & Peter Nijkamp & Uwe Blien, 2006. "New Neural Network Methods for Forecasting Regional Employment: An Analysis of German Labour Markets," Tinbergen Institute Discussion Papers 06-020/3, Tinbergen Institute. [Downloadable!]
Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis, 2006. "Forecasting Market Impact Costs and Identifying Expensive Trades," DNB Working Papers 095, Netherlands Central Bank, Research Department. [Downloadable!]
Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006. [Downloadable!]
Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS. [Downloadable!]
Millimet, Daniel & Henderson, Daniel, 2006. "Is Gravity Linear?," Departmental Working Papers 0517, Southern Methodist University, Department of Economics. [Downloadable!]

This page was last updated on 2009-12-13.

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