Report NEP-FOR-2006-06-03This 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:
- Diron, Marie, 2006. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Working Paper Series, European Central Bank 0622, European Central Bank.
- Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper, Norges Bank 2004/10, Norges Bank.
- Andrew Patton, 2006. "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 175, Quantitative Finance Research Centre, University of Technology, Sydney.
- Mathias Hoffmann, 2006. "Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns," CESifo Working Paper Series, CESifo Group Munich 1712, CESifo Group Munich.
- Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," CESifo Working Paper Series, CESifo Group Munich 1717, CESifo Group Munich.
- Skogsvik, Stina & Skogsvik, Kenth, 2005. "Prediction of ROE and the Residual Income Valuation Model: Forecasting and Modeling Mispricing in the Swedish Stock Market," Working Paper Series in Business Administration, Stockholm School of Economics 2005:8, Stockholm School of Economics, revised 20 Apr 2009.
- Eric Kroes & Abigail Lierens & Marco Kouwenhoven, 2005. "The airport Network and Catchment area Competition Model - A comprehensive airport demand forecasting system using a partially observed database," ERSA conference papers ersa05p521, European Regional Science Association.
- Andrew Leigh & Justin Wolfers, 2005. "Competing Approaches to Forecasting Elections: Economic Models, Opinion Polling and Prediction Markets," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University 502, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Andrew Daly & Stephane Hess & Geoff Hyman & John Polak & Charlene Rohr, 2005. "Modelling departure time and mode choice," ERSA conference papers ersa05p688, European Regional Science Association.
- Dirk Van Amelsfort & Michiel Bliemer, 2005. "Valuation of uncertainty in travel time and arrival time - some findings from a choice experiment," ERSA conference papers ersa05p721, European Regional Science Association.