NEP-FOR-2008-08-21

This file is part of IDEAS, which uses RePEc data

Report NEP-FOR-2008-08-21

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:

Katja Drechsel & Laurent Maurin, 2008. "Flow on conjunctural information and forecast of euro area economic activity," Working Paper Series 925, European Central Bank. [Downloadable!]
Antonello D’Agostino & Karl Whelan, 2007. "Federal Reserve Information during the Great Moderation," Working Papers 200722, School Of Economics, University College Dublin. [Downloadable!]
Andersson, Jonas & Karlis, Dimitris, 2008. "Treating missing values in INAR(1) models," Discussion Papers 2008/14, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Ralf Becker & Adam Clements & Andrew McClelland, 2008. "The Jump component of S&P 500 volatility and the VIX index," NCER Working Paper Series 24, National Centre for Econometric Research. [Downloadable!]
John M Maheu & Thomas H McCurdy, 2008. "Do high-frequency measures of volatility improve forecasts of return distributions?," Working Papers tecipa-324, University of Toronto, Department of Economics. [Downloadable!]

This page was last updated on 2009-12-6.

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