NEP-FOR-2007-08-08

This file is part of IDEAS, which uses RePEc data

Report NEP-FOR-2007-08-08

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 & Roman A. Ahmed & George Athanasopoulos, 2007. "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers 9/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan, 2006. "Forecasting VARMA processes using VAR models and subspace-based state space models," MPRA Paper 4235, University Library of Munich, Germany. [Downloadable!]
George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007. "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers 10/07, Monash University, Department of Econometrics and Business Statistics, revised May 2009. [Downloadable!]
Helmut Herwartz & Henning Weber, 2007. "Exchange Rate Uncertainty and Trade Growth - A Comparison of Linear and Nonlinear (Forecasting) Models," SFB 649 Discussion Papers SFB649DP2007-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
James Mitchell, 2007. "Globalisation and Technology Intensity as Determinants of Exports," NIESR Discussion Papers 296, National Institute of Economic and Social Research. [Downloadable!]
Allison Zhou & Carl Bonham & Byron Gangnes, 2007. "Modeling the supply and demand for tourism: a fully identified VECM approach," Working Papers 200717, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
Eugenio Cerutti, 2007. "IMF Drawing Programs: Participation Determinants and Forecasting," IMF Working Papers 07/152, International Monetary Fund. [Downloadable!]
Item repec:hal:papers:halshs-00162440_v1 is not listed on IDEAS anymore
Marcos S. Matsumura & Ajax R. B. Moreira, 2006. "Macro Factors and the Brazilian Yield Curve With no Arbitrage Models," Discussion Papers 1210, Instituto de Pesquisa Econômica Aplicada - IPEA. [Downloadable!]
Ondrej Rydval, 2007. "Financial Incentives and Cognitive Abilities: Evidence from a Forecasting Task with Varying Cognitive Load," Jena Economic Research Papers in Economics 2007-040, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics, Thueringer Universitaets- und Landesbibliothek. [Downloadable!]
Lars E.O. Svensson, 2006. "The Instrument-Rate Projection under Inflation Targeting: The Norwegian Example," Working Papers 75, Princeton University, Department of Economics, Center for Economic Policy Studies.. [Downloadable!]
Kulp-Tåg, Sofie, 2007. "An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions," Working Papers 526, Hanken School of Economics. [Downloadable!]
George Bulkley & Richard Holt, 2007. "Forecasting Cross-Section Stock Returns using The Present Value Model," ESE Discussion Papers 163, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
Item repec:pra:mprapa:4271 is not listed on IDEAS anymore
Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka & Mário J. C. Mendonça, 2005. "Measuring Monetary Policy Stance in Brazil," Discussion Papers 1128, Instituto de Pesquisa Econômica Aplicada - IPEA. [Downloadable!]

This page was last updated on 2009-11-29.

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