Report NEP-FOR-2008-08-06This 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:
- John Galbraith & Greg Tkacz, 2008. "Electronic Transactions As High-Frequency Indicators Of Economics Activity," Departmental Working Papers, McGill University, Department of Economics 2008-04, McGill University, Department of Economics.
- Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007. "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper 9790, University Library of Munich, Germany, revised 15 May 2008.
- Giancarlo Bruno, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY) 98, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Emil Stavrev & Helge Berger, 2008. "The Information Content of Money in Forecasting Euro Area Inflation," IMF Working Papers, International Monetary Fund 08/166, International Monetary Fund.
- Christian Conrad & Menelaos Karanasos & Ning Zeng, 2008. "Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study," Working Papers, University of Heidelberg, Department of Economics 0472, University of Heidelberg, Department of Economics, revised Jul 2008.
- Cristadoro, Riccardo & Venditti, Fabrizio & Saporito, Giuseppe, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Working Paper Series, European Central Bank 0900, European Central Bank.
- Ales Bulir & Katerina Smidkova & Viktor Kotlan & David Navratil, 2007. "Inflation Targeting and Communication: Should the Public Read Inflation Reports or Tea Leaves?," Working Papers, Czech National Bank, Research Department 2007/14, Czech National Bank, Research Department.
- Erik Hjalmarsson, 2008. "Predicting global stock returns," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 933, Board of Governors of the Federal Reserve System (U.S.).