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-2008-08-31
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:
James Mitchell & Jore, A. S., Vahey, S. P., 2008.
"Combining Forecast Densities from VARs with Uncertain Instabilities ,"
NIESR Discussion Papers
303, National Institute of Economic and Social Research.
[Downloadable!] Sylvia Kaufmann, 2008.
"Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data ,"
Working Papers
144, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!] Ali Al-Eyd & Ray Barrell & E. Philip Davis, 2008.
"Consumer Confidence Indices And Short-Term Forecasting Of Consumption ,"
NIESR Discussion Papers
304, National Institute of Economic and Social Research.
[Downloadable!] Muriel Nguiffo-Boyom, 2008.
"A monthly indicator of Economic activity for Luxembourg ,"
BCL working papers
31, Central Bank of Luxembourg.
[Downloadable!] Abelardo Salazar Neaves & Oliver Hossfeld & Jan Hagen & Kai Carstensen, 2008.
"Money Demand Stability and Inflation: Prediction in the Four Largest EMU Countries ,"
Kiel Working Papers
1443, Kiel Institute for the World Economy.
[Downloadable!] This page was last updated on 2009-12-13.
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 .