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Report NEP-FOR-2005-09-29
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, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Massimo Guidolin & Allan Timmerman, 2007, "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers, Federal Reserve Bank of St. Louis, number 2005-059, DOI: 10.20955/wp.2005.059.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005, "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche, CIRPEE, number 0527.
- Sascha Mergner, 2005, "Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques," Finance, University Library of Munich, Germany, number 0509024, Sep.
- Philippe Bacchetta & Eric van Wincoop, 2005, "Rational Inattention: A Solution to the Forward Discount Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 11633, Sep.
- Francis Vitek, 2005, "The Exchange Rate Forecasting Puzzle," International Finance, University Library of Munich, Germany, number 0509005, Sep.
- Peter Tulip, 2005, "Has output become more predictable? changes in Greenbook forecast accuracy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-31.
- Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005, "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5178, Aug.
- Todd B. Walker, 2005, "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," Finance, University Library of Munich, Germany, number 0509021, Sep.
- Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2005, "Monetary policy predictability in the euro area: An international comparison," Working Paper, Norges Bank, number 2005/7, Sep.
- Kandel, Shmuel & Wohl, Avi & Braverman, Oded, 2005, "The (Bad?) Timing of Mutual Fund Investors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5243, Sep.
- Item repec:dgr:eureri:30002101 is not listed on IDEAS anymore
- Hui Guo & Robert Savickas, 2005, "Idiosyncratic volatility, stock market volatility, and expected stock returns," Working Papers, Federal Reserve Bank of St. Louis, number 2003-028, DOI: 10.20955/wp.2003.028.
- Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005, "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1480105, Jan.
- M. Vanhoucke & S. Vandevoorde, 2005, "A simulation and evaluation of earned value metrics to forecast the project duration," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 05/317, Jul.
- Lars E. O. Svensson & Robert J. Tetlow, 2005, "Optimal policy projections," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-34.
- James Bullard & George W. Evans & Seppo Honkapohja, 2005, "Near-Rational Exuberance," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2005-15, Sep, revised 18 Sep 2006.
- G. Lanine & R. Vander Vennet, 2005, "Failure prediction in the Russian bank sector with logit and trait recognition models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 05/329, Aug.
- Massimo Guidolin & Sadayuki Ono, 2005, "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Working Papers, Federal Reserve Bank of St. Louis, number 2005-056, DOI: 10.20955/wp.2005.056.