Report NEP-FOR-2007-01-14This 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.
The following items were announced 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.
- Andreas S. Andreou & George A. Zombanakis, 2006. "Computational Intelligence in Exchange-Rate Forecasting," Working Papers 49, Bank of Greece.
- 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.
- 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.
- 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.
- Demary, Markus, 2006. "Transaction taxes, traders' behavior and exchange rate risks," Economics Working Papers 2006,14, Christian-Albrechts-University of Kiel, Department of Economics.
- Feridun, Mete, 2006. "Forecasting Inflation in Developing Nations: The Case of Pakistan," MPRA Paper 1024, University Library of Munich, Germany, revised 2006.
- 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".
- 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.
- De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?," Working Paper Series 0700, European Central Bank.
- 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.
- 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.
- Bazhanov, Andrei, 2005. "Variation principles for modeling in resource economics," MPRA Paper 1309, University Library of Munich, Germany, revised 08 Aug 2006.
- 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.
- Everts, Martin, 2006. "Sectoral and Industrial Business Cycles," MPRA Paper 1176, University Library of Munich, Germany.
- Aristovnik, Aleksander & Berčič, Boštjan, 2007. "Fiscal Sustainability in Selected Transition Countries," MPRA Paper 122, University Library of Munich, Germany.