Report NEP-FOR-2006-08-05

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Other reports in NEP-FOR

The following items were anounced in this report:

• Schumacher, Christian, 2005. "Forecasting German GDP using alternative factor models based on large datasets," Discussion Paper Series 1: Economic Studies 2005,24, Deutsche Bundesbank, Research Centre. [Downloadable!]
• Isabel Yi Zheng & James Rossiter, 2006. "Using Monthly Indicators to Predict Quarterly GDP," Working Papers 06-26, Bank of Canada. [Downloadable!]
• Robert Rich & Joseph Tracy, 2006. "The relationship between expected inflation, disagreement, and uncertainty: evidence from matched point and density forecasts," Staff Reports 253, Federal Reserve Bank of New York. [Downloadable!]
• Eric Parrado & Turgut Kisinbay & Rodolfo Maino & Jorge Iván Canales Kriljenko, 2006. "Setting the Operational Framework for Producing Inflation Forecasts," IMF Working Papers 06/122, International Monetary Fund. [Downloadable!]
• Greg Tkacz & Carolyn Wilkins, 2006. "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Working Papers 06-25, Bank of Canada. [Downloadable!]
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2005. "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies 2006,01, Deutsche Bundesbank, Research Centre. [Downloadable!]
• Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
• Craig, Ben & Keller, Joachim, 2005. "The forecast ability of risk-neutral densities of foreign exchange," Discussion Paper Series 2: Banking and Financial Studies 2005,05, Deutsche Bundesbank, Research Centre. [Downloadable!]
• Antonio Diez de los Rios, 2006. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Working Papers 06-27, Bank of Canada. [Downloadable!]
• Blaskowitz, Oliver & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach," Economics working papers 2005,04, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
• Knetsch, Thomas A., 2006. "Forecasting the price of crude oil via convenience yield predictions," Discussion Paper Series 1: Economic Studies 2006,12, Deutsche Bundesbank, Research Centre. [Downloadable!]
• Khoon Lek Goh & Daniel Lawrence, 2006. "Treasury’s Forecasting Performance: A Head-to-Head Comparison," Treasury Working Paper Series 06/10, New Zealand Treasury. [Downloadable!]
• Philippe D Karam & Douglas Laxton & Andrew Berg, 2006. "Practical Model-Based Monetary Policy Analysis--A How-To Guide," IMF Working Papers 06/81, International Monetary Fund. [Downloadable!]
• Philippe D Karam & Douglas Laxton & Andrew Berg, 2006. "A Practical Model-Based Approach to Monetary Policy Analysis--Overview," IMF Working Papers 06/80, International Monetary Fund. [Downloadable!]
• Hofmann, Boris, 2006. "Do monetary indicators (still) predict euro area inflation?," Discussion Paper Series 1: Economic Studies 2006,18, Deutsche Bundesbank, Research Centre. [Downloadable!]
• Allan Timmermann, 2006. "An Evaluation of the World Economic Outlook Forecasts," IMF Working Papers 06/59, International Monetary Fund. [Downloadable!]
• Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank, Research Centre. [Downloadable!]
• Fiorino, Nadia & Ricciuti, Roberto, 2006. "Legislature size and government spending in Italian regions: forecasting the effects of a reform," P.O.L.I.S. department's Working Papers 69, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
• Tillmann, Peter, 2005. "The New Keynesian Phillips Curve in Europe : does it fit or does it fail?," Discussion Paper Series 1: Economic Studies 2005,04, Deutsche Bundesbank, Research Centre. [Downloadable!]
• Stamfort, Stefan, 2005. "Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von Filterverfahren," Discussion Paper Series 1: Economic Studies 2005,19, Deutsche Bundesbank, Research Centre. [Downloadable!]
• Memmel, Christoph & Wehn, Carsten, 2005. "The supervisor’s portfolio: the market price risk of German banks from 2001 to 2003 – Analysis and models for risk aggregation," Discussion Paper Series 2: Banking and Financial Studies 2005,02, Deutsche Bundesbank, Research Centre. [Downloadable!]
• Philippe Méhaut, 2006. "Forecasting the skills needs and developing the coordination between actors : statements and comments," Pre- and Post-Print documents halshs-00080198_v1, HAL. [Downloadable!]
• Matthew T. Jones & Meral Karasulu, 2006. "The Korean Crisis: What Did We Know and When Did We Know It? What Stress Tests of the Corporate Sector Reveal," IMF Working Papers 06/114, International Monetary Fund. [Downloadable!]

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