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Report NEP-FOR-2006-12-01
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 anounced in this report:
Arnaud Mehl, 2006.
"The yield curve as a predictor and emerging economies Working Paper Series
691, European Central Bank.
[Downloadable!] Ekaterini Panopoulou, 2006.
"The predictive content of financial variables: Evidence from the euro area The Institute for International Integration Studies Discussion Paper Series
iiisdp178, IIIS.
[Downloadable!] MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza, 2006.
"Modeling and forecasting the volatility of Brazilian asset returns Textos para discussão
530, Department of Economics PUC-Rio (Brazil).
[Downloadable!] Helge Berger & Michael Ehrmann & Marcel Fratzscher, 2006.
"Geography or skills - What explains Fed watchers’ forecast accuracy of US monetary policy? Working Paper Series
695, European Central Bank.
[Downloadable!] Bagella Michele & Becchetti Leonardo & Ciciretti Rocco, 2005.
"Market versus Analysts Reaction: the Effect of Aggregate and Firm Specific News Departmental Working Papers
211, Tor Vergata University, CEIS.
[Downloadable!] This page was last updated on 2009-12-6.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .