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Report NEP-FOR-2008-10-07
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:
David Jamieson Bolder & Yuliya Romanyuk, 2008.
"Combining Canadian Interest-Rate Forecasts Working Papers
08-34, Bank of Canada.
[Downloadable!] Andrea Cipollini & Giuseppe Missaglia, 2008.
"Measuring bank capital requirements through Dynamic Factor analysis Center for Economic Research (RECent)
010, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Andrea Cipollini & George Kapetanios, 2008.
"Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis Center for Economic Research (RECent)
014, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Jonas Dovern & Johannes Weisser, 2008.
"Are They Really Rational? Assessing Professional Macro-Economic Forecasts from the G7-Countries Kiel Working Papers
1447, Kiel Institute for the World Economy.
[Downloadable!] Andrew Hodge & Tim Robinson & Robyn Stuart, 2008.
"A Small BVAR-DSGE Model for Forecasting the Australian Economy RBA Research Discussion Papers
rdp2008-04, Reserve Bank of Australia.
[Downloadable!] Frank Schorfheide & Keith Sill & Maxym Kryshko, 2008.
"DSGE model-based forecasting of non-modelled variables Working Papers
08-17, Federal Reserve Bank of Philadelphia.
[Downloadable!] Proietti, Tommaso, 2008.
"Direct and iterated multistep AR methods for difference stationary processes MPRA Paper
10859, University Library of Munich, Germany, revised 01 Apr 2009.
[Downloadable!] This page was last updated on 2009-11-29.
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 .