NEP-FOR-2007-06-23

This file is part of IDEAS, which uses RePEc data

Report NEP-FOR-2007-06-23

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.

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Other reports in NEP-FOR

The following items were anounced in this report:

Rob J. Hyndman & Yeasmin Khandakar, 2007. "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers 6/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar, 2007. "A state space model for exponential smoothing with group seasonality," Monash Econometrics and Business Statistics Working Papers 7/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Michiel De Pooter, 2007. "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers 07-043/4, Tinbergen Institute. [Downloadable!]
Ralf Becker & Adam Clements, 2007. "Are combination forecasts of S&P 500 volatility statistically superior?," NCER Working Paper Series 17, National Centre for Econometric Research. [Downloadable!]
Ralf Becker & Adam Clements, 2007. "Forecasting stock market volatility conditional on macroeconomic conditions," NCER Working Paper Series 18, National Centre for Econometric Research. [Downloadable!]
Vivek B. Arora, 2007. "Monetary Policy Transparency and Financial Market Forecasts in South Africa," IMF Working Papers 07/123, International Monetary Fund. [Downloadable!]
cipollini, andrea & missaglia, giuseppe, 2007. "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," MPRA Paper 3582, University Library of Munich, Germany. [Downloadable!]
Jeremy J. Nalewaik, 2007. "Incorporating vintage differences and forecasts into Markov switching models," Finance and Economics Discussion Series 2007-23, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Noureddine Krichene, 2007. "An Oil and Gas Model," IMF Working Papers 07/135, International Monetary Fund. [Downloadable!]
Inmaculada Martinez-Zarzoso & Felicitas Nowak-Lehmann D. & Sebastian Vollmer, 2007. "The Log of Gravity Revisited," Center for European, Governance and Economic Development Research (cege) Discussion Papers 64, Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]

This page was last updated on 2008-10-5.

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