NEP-FOR-2009-01-03

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Report NEP-FOR-2009-01-03

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:

Christian Kascha & Francesco Ravazzolo, 2008. "Combining inflation density forecasts," Working Paper 2008/22, Norges Bank. [Downloadable!]
Elke Hahn & Frauke Skudelny, 2008. "Early estimates of euro area real GDP growth - a bottom up approach from the production side," Working Paper Series 975, European Central Bank. [Downloadable!]
Roland Döhrn & Christoph M. Schmidt & Tobias Zimmermann, 2008. "Inflation Forecasting with Inflation Sentiment Indicators," Ruhr Economic Papers 0080, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
Kirstin Hubrich & Kenneth D. West, 2008. "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers 14601, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Jan Gottschalk & Ken Miyajima & Kadima D. Kalonji, 2008. "Analyzing Determinants of Inflation When There Are Data Limitation:The Case of Sierra Leone," IMF Working Papers 08/271, International Monetary Fund. [Downloadable!]
Marcos Álvarez Díaz & Jaume Rosselló Nadal, 2008. "Forecasting British Tourist Arrivals to Balearic Islands Using Meteorological Variables and Artificial Neural Networks," CRE Working Papers (Documents de treball del CRE) 2008/2, Centre de Recerca Econòmica (UIB ·"Sa Nostra"). [Downloadable!]
Michael Joyce & Jonathan Relleen & Steffen Sorensen, 2008. "Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates," Working Paper Series 978, European Central Bank. [Downloadable!]
Knut Are Aastveit & Tørres G. Trovik, 2008. "Estimating the output gap in real time: A factor model approach," Working Paper 2008/23, Norges Bank. [Downloadable!]
Olivier Coibion & Yuriy Gorodnichenko, 2008. "What Can Survey Forecasts Tell Us About Informational Rigidities?," NBER Working Papers 14586, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Joyce, Michael & Relleen, Jonathan & Sorensen, Steffen, 2008. "Measuring monetary policy expectations from financial market instruments," Bank of England working papers 356, Bank of England. [Downloadable!]
Rossi, Eduardo & Spazzini, Filippo, 2008. "Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis," MPRA Paper 12260, University Library of Munich, Germany. [Downloadable!]
Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
Ondra Kamenik & Ioan Carabenciov & Igor Ermolaev & Charles Freedman & Dmitry Korshunov & Jared Laxton & Douglas Laxton & Michel Juillard, 2008. "A Small Quarterly Multi-Country Projection Model," IMF Working Papers 08/279, International Monetary Fund. [Downloadable!]
Ondra Kamenik & Ioan Carabenciov & Igor Ermolaev & Charles Freedman & Dmitry Korshunov & Jared Laxton & Douglas Laxton & Michel Juillard, 2008. "A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices," IMF Working Papers 08/280, International Monetary Fund. [Downloadable!]
Ondra Kamenik & Ioan Carabenciov & Igor Ermolaev & Charles Freedman & Dmitry Korshunov & Douglas Laxton & Michel Juillard, 2008. "A Small Quarterly Projection Model of the US Economy," IMF Working Papers 08/278, International Monetary Fund. [Downloadable!]
Giuseppe Ferrero & Andrea Nobili, 2008. "Futures contract rates as monetary policy forecasts," Working Paper Series 979, European Central Bank. [Downloadable!]
Massimo Guidolin & Daniel L. Thornton, 2008. "Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates," Working Paper Series 977, European Central Bank. [Downloadable!]
Olavi Rantala, 2008. "Forecasting Economic Impact of Climate Policy (in Finnish with an English abstract/summary)," Discussion Papers 1169, The Research Institute of the Finnish Economy. [Downloadable!]
Amund Holmsen & Jan F. Qvigstad & Øistein Røisland & Kristin Solberg-Johansen, 2008. "Communicating monetary policy intentions: The case of Norges Bank," Working Paper 2008/20, Norges Bank. [Downloadable!]

This page was last updated on 2009-11-22.

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