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Report NEP-FOR-2006-05-27
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:
- Riccardo LUCCHETTI & Giulio PALOMBA, 2006, "Forecasting US bond yields at weekly frequency," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 261, May.
- Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005, "On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/13, Feb.
- Kevin J. Lansing, 2006, "Time-varying U.S. inflation dynamics and the New-Keynesian Phillips curve," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-15.
- Andrew Ang & Geert Bekaert & Min Wei, 2006, "Do macro variables, asset markets, or surveys forecast inflation better?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-15.
- Peña, Juan Ignacio & Rodríguez, Rosa, 2006, "On the economic link between asset prices and real activity," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb063209, May.
- Na, 2005, "The Challenge of Forecasting Metropolitan Growth: Urban Characteristics Based Models versus Regional Dummy Based Models," Working Papers, Ball State University, Department of Economics, number 200510, Dec, revised Dec 2005.
- Kirill F. Andreev & James W. Vaupel, 2006, "Forecasts of cohort mortality after age 50," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2006-012, DOI: 10.4054/MPIDR-WP-2006-012.
- Item repec:xrs:meawpa:04059 is not listed on IDEAS anymore