Report NEP-FOR-2007-06-11This 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:
- Gael M. Martin & Andrew Reidy & Jill Wright, 2007. "Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 5/07, Monash University, Department of Econometrics and Business Statistics.
- Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2007. "Forecasting key macroeconomic variables from a large number of predictors: A state space approach," Discussion Papers, Research Department of Statistics Norway 504, Research Department of Statistics Norway.
- Svensson, Lars E O & Williams, Noah, 2007. "Monetary Policy with Model Uncertainty: Distribution Forecast Targeting," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6331, C.E.P.R. Discussion Papers.
- Item repec:col:001022:002975 is not listed on IDEAS anymore
- Christian T. Brownlees & Giampiero Gallo, 2007. "Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" wp2007_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Alberth, S., 2007. "Forecasting technology costs via the Learning Curve – Myth or Magic?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 0710, Faculty of Economics, University of Cambridge.
- Silva Lopes, Artur C. & M. Monteiro, Olga Susana, 2007. "The expectations hypothesis of the term structure: some empirical evidence for Portugal," MPRA Paper 3437, University Library of Munich, Germany.
- Martin D. D. Evans & Richard K. Lyons, 2007. "Exchange Rate Fundamentals and Order Flow," NBER Working Papers 13151, National Bureau of Economic Research, Inc.
- Michael McAller & Marcelo C. Medeiros, 2007. "A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries," Textos para discussÃ£o, Department of Economics PUC-Rio (Brazil) 544, Department of Economics PUC-Rio (Brazil).