Report NEP-FOR-2007-01-13

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Other reports in NEP-FOR

The following items were anounced in this report:

• Silvia S.W. Lui, 2006. "An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting," Working Papers 581, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Carlos Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series 2005-05, Department of Economics, UC San Diego. [Downloadable!]
• Leonard I. Nakamura & Tom Stark, 2006. "Bench Mark Revisions and the U.S. Personal Saving Rate," 2006 Meeting Papers 123, Society for Economic Dynamics. [Downloadable!]
• Kevin J. Lansing, 2006. "Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," 2006 Meeting Papers 758, Society for Economic Dynamics. [Downloadable!]
• Marcel Scharth & Marcelo Cunha Medeiros, 2006. "Asymmetric effects and long memory in the volatility of Dow Jones stocks," Textos para discussão 532, Department of Economics PUC-Rio (Brazil). [Downloadable!]
• Iris Biefang-Frisancho Mariscal & Peter Howells, 2006. "Monetary Policy Uncertainty: Is There a Difference Between Bank of England and the Bundesbank/ECB?," Discussion Papers 0613, University of the West of England, School of Economics. [Downloadable!]
• Kenza Benhima & Olena Havrylchyk, 2006. "Current Account Reversals and Long Term Imbalances: Application to the Central and Eastern European Countries," Working Papers 2006-27, CEPII research center. [Downloadable!]
• Mehl, Arnaud, 2006. "The yield curve as a predictor and emerging economies," BOFIT Discussion Papers 18/2006, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
• Martin Lettau & Stijn Van Nieuwerburgh, 2006. "Reconciling the Return Predictability Evidence," 2006 Meeting Papers 29, Society for Economic Dynamics. [Downloadable!]
• Jeremy Berkowitz & Peter Christoffersen & Denis Pelletier, 2005. "Evaluating Value-at-Risk models with desk-level data," Working Paper Series 010, North Carolina State University, Department of Economics, revised Dec 2006. [Downloadable!]
• Michal Pakos, 2006. "What Does the Durables Price - Over - the Rental Cost Valuation Ratio Tell Us About Asset Prices?," 2006 Meeting Papers 372, Society for Economic Dynamics. [Downloadable!]
• Peter Lorentzen & John McMillan & Romain Wacziarg, 2006. "Death and Development," 2006 Meeting Papers 61, Society for Economic Dynamics. [Downloadable!]
• Sydney Ludvigson & Serena Ng, 2006. "The Empirical Risk-Return Relation: a factor analysis approach," 2006 Meeting Papers 236, Society for Economic Dynamics. [Downloadable!]

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