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Report NEP-FOR-2008-11-11
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:
Christian Schulz, 2008.
"Forecasting economic activity for Estonia : The application of dynamic principal component analyses ,"
Bank of Estonia Working Papers
2008-02, Bank of Estonia, revised 30 Oct 2008.
[Downloadable!] Tanya, Molodtsova & Nikolsko-Rzhevskyy, Alex & Papell, David, 2008.
"Taylor Rules and the Euro ,"
MPRA Paper
11348, University Library of Munich, Germany.
[Downloadable!] Dominique Guegan & Cyril Caillault, 2008.
"Forecasting VaR and Expected shortfall using dynamical Systems : a risk Management Strategy ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00185374_v1, HAL.
[Downloadable!] Costantini, Mauro & Pappalardo, Carmine, 2008.
"Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some ,"
Economics Series
228, Institute for Advanced Studies.
[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 .