Report NEP-FOR-2008-09-20This 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:
- James H. Stock & Mark W. Watson, 2008. "Phillips Curve Inflation Forecasts," NBER Working Papers 14322, National Bureau of Economic Research, Inc.
- Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers, University of Pretoria, Department of Economics 200830, University of Pretoria, Department of Economics.
- Weron, Rafal & Misiorek, Adam, 2008. "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," MPRA Paper 10428, University Library of Munich, Germany.
- Fulvio Corsi & Davide Pirino & Roberto Renò, 2008. "Volatility forecasting: the jumps do matter," Department of Economics University of Siena, Department of Economics, University of Siena 534, Department of Economics, University of Siena.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2008. "How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre 2008,14, Deutsche Bundesbank, Research Centre.
- David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard, 2008. "Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes," Working Papers, University of Pittsburgh, Department of Economics 367, University of Pittsburgh, Department of Economics, revised Sep 2008.
- Donati, Paola & Donati, Francesco, 2008. "Modelling and Forecasting the Yield Curve under Model uncertainty," Working Paper Series, European Central Bank 0917, European Central Bank.
- Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008. "Do we need time series econometrics," MPRA Paper 10530, University Library of Munich, Germany, revised 14 Sep 2008.
- Luís Aguiar-Conraria & Pedro C. Magalhães, 2008. "Growth, Centrism and Semi-Presidentialism: Forecasting the Portuguese General Elections," NIPE Working Papers, NIPE - Universidade do Minho 20/2008, NIPE - Universidade do Minho.
- Item repec:mcr:wpaper:wpaper18 is not listed on IDEAS anymore
- Giuseppe Ferrero & Andrea Nobili, 2008. "Short-term interest rate futures as monetary policy forecasts," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 681, Bank of Italy, Economic Research and International Relations Area.