This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-FOR-2007-07-13
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:
Coppola Andrea, 2007.
"Forecasting Oil Price Movements ,"
Departmental Working Papers
253, Tor Vergata University, CEIS.
Andrea Coppola, 2007.
"Forecasting Oil Price Movements: Exploiting the Information in the Future Market ,"
CEIS Research Paper
100, Tor Vergata University, CEIS.
[Downloadable!] Lanne, Markku, 2007.
"The Properties of Market-Based and Survey Forecasts for Different Data Releases ,"
MPRA Paper
3877, University Library of Munich, Germany.
[Downloadable!] Dong Fu, 2007.
"Inflation expectations, real interest rate and risk premiums -- evidence from bond market and consumer survey data ,"
Working Papers
0705, Federal Reserve Bank of Dallas.
[Downloadable!] Ghorbel, Ahmed & Trabelsi, Abdelwahed, 2007.
"Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation ,"
MPRA Paper
3963, University Library of Munich, Germany.
[Downloadable!] Giulio PALOMBA & Alberto ZAZZARO & Emma SARNO, 2007.
"Testing similarities of short-run inflation dynamics among EU countries after the Euro ,"
Working Papers
289, Universita' Politecnica delle Marche (I), Dipartimento di Economia.
[Downloadable!] This page was last updated on 2008-10-5.
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 .