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Report NEP-FOR-2006-04-29
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:
- Veiga, Helena, 2006, "Volatility forecasts: a continuous time model versus discrete time models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws062509, Apr.
- Eric Ghysels & Jonathan H. Wright, 2006, "Forecasting professional forecasters," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-10.
- Item repec:cdl:agrebk:1009 is not listed on IDEAS anymore
- Andrew Bauer & Robert A. Eisenbeis & Daniel F. Waggoner & Tao Zha, 2006, "Transparency, expectations, and forecasts," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-03.
- Marco Castellani & Emanuel Santos, 2006, "Forecasting Long-Term Government Bond Yields: An Application of Statistical and AI Models," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/04.
- Gerlach, Stefan & Assenmacher, Katrin, 2006, "Interpreting Euro Area Inflation at High and Low Frequencies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5632, Apr.
- Jonathan H. Wright, 2006, "The yield curve and predicting recessions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-07.
- Erik Hjalmarsson, 2006, "Should we expect significant out-of-sample results when predicting stock returns?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 855.
- Hui Guo & Robert Savickas, 2006, "Understanding stock return predictability," Working Papers, Federal Reserve Bank of St. Louis, number 2006-019, DOI: 10.20955/wp.2006.019.
- Erik Hjalmarsson, 2006, "Inference in Long-Horizon Regressions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 853.