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Report NEP-FOR-2007-01-14
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:
Lux, Thomas & Kaizoji, Taisei, 2006.
"Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching ,"
Economics Working Papers
2006,13, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!] Andreas S. Andreou & George A. Zombanakis, 2006.
"Computational Intelligence in Exchange-Rate Forecasting ,"
Working Papers
49, Bank of Greece.
[Downloadable!] Westerlund, Joakim & Basher, Syed A., 2006.
"Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? ,"
MPRA Paper
1229, University Library of Munich, Germany.
[Downloadable!] Lux, Thomas, 2006.
"The Markov-Switching Multifractal Model of asset returns : GMM estimation and linear forecasting of volatility ,"
Economics Working Papers
2006,17, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!] Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006.
"Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility ,"
The Warwick Economics Research Paper Series (TWERPS)
777, University of Warwick, Department of Economics.
[Downloadable!] Demary, Markus, 2006.
"Transaction taxes, traders' behavior and exchange rate risks ,"
Economics Working Papers
2006,14, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!] Feridun, Mete, 2006.
"Forecasting Inflation in Developing Nations: The Case of Pakistan ,"
MPRA Paper
1024, University Library of Munich, Germany, revised 2006.
[Downloadable!] Item repec:pra:mprapa:1026 is not listed on IDEAS anymore
Efrem Castelnuovo, 2006.
"Tracking U.S. Inflation Expectations with Domestic and Global Indicators ,"
"Marco Fanno" Working Papers
0031, Dipartimento di Scienze Economiche "Marco Fanno".
[Downloadable!] Item repec:pra:mprapa:1052 is not listed on IDEAS anymore
Weron, Rafal & Misiorek, Adam, 2006.
"Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market ,"
MPRA Paper
1363, University Library of Munich, Germany.
[Downloadable!] Christine De Mol & Domenico Giannone & Lucrezia Reichlin, 2006.
"Forecasting using a large number of predictors - Is Bayesian regression a valid alternative to principal components? ,"
Working Paper Series
700, European Central Bank.
[Downloadable!] Katharina Hampel & Marcus Kunz & Norbert Schanne & Ruediger Wapler & Antje Weyh, 2006.
"Regional Unemployment Forecasting Using Structural Component Models With Spatial Autocorrelation ,"
ERSA conference papers
ersa06p196, European Regional Science Association.
[Downloadable!] Gomez-Sorzano, Gustavo, 2006.
"A structural model for corporate profit in the U.S. industry ,"
MPRA Paper
1144, University Library of Munich, Germany, revised 11 Dec 2006.
[Downloadable!] Bazhanov, Andrei, 2005.
"Variation principles for modeling in resource economics ,"
MPRA Paper
1309, University Library of Munich, Germany, revised 08 Aug 2006.
[Downloadable!] Roberta Capello & Barbara Chizzolini & Ugo Fratesi, 2006.
"Territorial Scenarios for an Integrated Europe: Driving Forces of Change and Quantitative Forecasts ,"
ERSA conference papers
ersa06p177, European Regional Science Association.
[Downloadable!] Everts, Martin, 2006.
"Sectoral and Industrial Business Cycles ,"
MPRA Paper
1176, University Library of Munich, Germany.
[Downloadable!] Aristovnik, Aleksander & Berčič, Boštjan, 2007.
"Fiscal Sustainability in Selected Transition Countries ,"
MPRA Paper
122, University Library of Munich, Germany.
[Downloadable!] This page was last updated on 2009-11-29.
This information is provided to you by 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 .