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 0622, European Central Bank.
- Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
- Andrew Patton, 2006. "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series 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 1712, CESifo Group Munich.
- Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," CESifo Working Paper Series 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 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 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.