Printed from https://ideas.repec.org/n/nep-for/2006-08-05.html
Report NEP-FOR-2006-08-05
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:
- Schumacher, Christian, 2005, "Forecasting German GDP using alternative factor models based on large datasets," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,24.
- Yi Zheng & James Rossiter, 2006, "Using Monthly Indicators to Predict Quarterly GDP," Staff Working Papers, Bank of Canada, number 06-26, DOI: 10.34989/swp-2006-26.
- Robert W. Rich & Joseph Tracy, 2006, "The relationship between expected inflation, disagreement, and uncertainty: evidence from matched point and density forecasts," Staff Reports, Federal Reserve Bank of New York, number 253, Jul.
- Item repec:imf:imfwpa:06/122 is not listed on IDEAS anymore
- Greg Tkacz & Carolyn A. Wilkins, 2006, "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Staff Working Papers, Bank of Canada, number 06-25, DOI: 10.34989/swp-2006-25.
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,01.
- Carlo Altavilla & Paul De Grauwe, 2006, "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series, CESifo, number 1747.
- Craig, Ben R. & Keller, Joachim, 2005, "The forecast ability of risk-neutral densities of foreign exchange," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,05.
- Antonio Diez de los Rios, 2006, "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers, Bank of Canada, number 06-27, DOI: 10.34989/swp-2006-27.
- Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005, "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-04.
- Knetsch, Thomas A., 2006, "Forecasting the price of crude oil via convenience yield predictions," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,12.
- Khoon Lek Goh & Daniel Lawrence, 2006, "Treasury’s Forecasting Performance: A Head-to-Head Comparison," Treasury Working Paper Series, New Zealand Treasury, number 06/10, Jul.
- Item repec:imf:imfwpa:06/81 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:06/80 is not listed on IDEAS anymore
- Hofmann, Boris, 2006, "Do monetary indicators (still) predict euro area inflation?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,18.
- Item repec:imf:imfwpa:06/59 is not listed on IDEAS anymore
- Breitung, Jörg & Eickmeier, Sandra, 2005, "Dynamic factor models," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,38.
- Fiorino, Nadia & Ricciuti, Roberto, 2006, "Legislature size and government spending in Italian regions: forecasting the effects of a reform," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 69, Jul.
- Tillmann, Peter, 2005, "The New Keynesian Phillips Curve in Europe: does it fit or does it fail?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,04.
- Stamfort, Stefan, 2005, "Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von Filterverfahren," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,19.
- Memmel, Christoph & Wehn, Carsten, 2005, "The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,02.
- Item repec:hal:papers:halshs-00080198_v1 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:06/114 is not listed on IDEAS anymore