Report NEP-FOR-2007-06-02This 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:
- Banbura, Marta & Rünstler, Gerhard, 2007. "A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP," Working Paper Series, European Central Bank 0751, European Central Bank.
- Scharnagl, Michael & Schumacher, Christian, 2007. "Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre 2007,09, Deutsche Bundesbank, Research Centre.
- Eduardo J. A. Lima & Felipe Luduvice & Benjamin M. Tabak, 2006. "Forecasting Interest Rates: an application for Brazil," Working Papers Series, Central Bank of Brazil, Research Department 120, Central Bank of Brazil, Research Department.
- Ralf Becker & Adam Clements & James Curchin, 2007. "Does implied volatility reflect a wider information set than econometric forecasts?," NCER Working Paper Series, National Centre for Econometric Research 15, National Centre for Econometric Research.
- Deschamps, Philippe J., 2007. "Comparing smooth transition and Markov switching autoregressive models of US Unemployment," DQE Working Papers, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland 7, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 04 Jun 2008.
- Simwaka, Kisu, 2007. "Modeling and Forecasting the Malawi Kwacha-US Dollar Nominal Exchange Rate," MPRA Paper 3327, University Library of Munich, Germany.
- Juha Alho & vladimir Borgy, 2007. "Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-Regional Model," Working Papers, CEPII research center 2007-09, CEPII research center.
- Yin Hua Mai, 2006. "The Chinese Economy from 1997:2015: Developing a Baseline for the MC-HUGE Model," Centre of Policy Studies/IMPACT Centre Working Papers g-161, Victoria University, Centre of Policy Studies/IMPACT Centre.