Report NEP-FOR-2006-07-04
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.Subscribe to this report: email or RSS
Other reports in NEP-FOR
The following items were announced in this report:
- Michael Ehrmann & Marcel Fratzscher & Helge Berger, 2006. "Forecasting ECB Monetary Policy," IMF Working Papers 06/41, International Monetary Fund.
- Zagaglia, Paolo, 2006. "Does the Yield Spread Predict the Output Gap in the U.S.?," Research Papers in Economics 2006:5, Stockholm University, Department of Economics.
- Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006. "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Working Papers 06-14, Bank of Canada.
- Christensen, Bent Jesper & Raahauge, Peter, 2004. "Latent Utility Shocks in a Structural Empirical Asset Pricing Model," Working Papers 2004-7, Copenhagen Business School, Department of Finance.
- Marc-André Gosselin & René Lalonde, 2005. "MUSE: The Bank of Canada's New Projection Model of the U.S. Economy," Technical Reports 96, Bank of Canada.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Working Papers 06-4, Bank of Canada.
- Jamie Armour, 2006. "An Evaluation of Core Inflation Measures," Working Papers 06-10, Bank of Canada.
- Francis X. Diebold & Lei Ji & Canlin Li, 2006. "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration," PIER Working Paper Archive 06-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Item repec:liu:liucej:16 is not listed on IDEAS anymore
- Boriss Siliverstovs & Konstantin A. Kholodilin, 2006. "On Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use It," Discussion Papers of DIW Berlin 598, DIW Berlin, German Institute for Economic Research.
- Zagaglia, Paolo, 2006. "The Predictive Power of the Yield Spread under the Veil of Time," Research Papers in Economics 2006:4, Stockholm University, Department of Economics.