Printed from https://ideas.repec.org/n/nep-for/2007-01-14.html
Report NEP-FOR-2007-01-14
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:
- Lux, Thomas & Kaizoji, Taisei, 2006, "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-13.
- Andreas S. Andreou & George A. Zombanakis, 2006, "Computational Intelligence in Exchange-Rate Forecasting," Working Papers, Bank of Greece, number 49, Nov.
- Westerlund, Joakim & Basher, Syed A., 2006, "Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?," MPRA Paper, University Library of Munich, Germany, number 1229, Dec.
- Lux, Thomas, 2006, "The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-17.
- Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006, "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 777.
- Demary, Markus, 2006, "Transaction taxes, traders' behavior and exchange rate risks," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-14.
- Item repec:pra:mprapa:1024 is not listed on IDEAS anymore
- Item repec:pra:mprapa:1026 is not listed on IDEAS anymore
- Efrem Castelnuovo, 2006, "Tracking U.S. Inflation Expectations with Domestic and Global Indicators," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0031, Dec.
- Item repec:pra:mprapa:1052 is not listed on IDEAS anymore
- Weron, Rafal & Misiorek, Adam, 2006, "Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market," MPRA Paper, University Library of Munich, Germany, number 1363.
- Item repec:ecb:ecbwps:20060700 is not listed on IDEAS anymore
- Katharina Hampel & Marcus Kunz & Norbert Schanne & Ruediger Wapler & Antje Weyh, 2006, "Regional Unemployment Forecasting Using Structural Component Models With Spatial Autocorrelation," ERSA conference papers, European Regional Science Association, number ersa06p196, Aug.
- Gomez-Sorzano, Gustavo, 2006, "A structural model for corporate profit in the U.S. industry," MPRA Paper, University Library of Munich, Germany, number 1144, May, revised 11 Dec 2006.
- Bazhanov, Andrei, 2005, "Variation principles for modeling in resource economics," MPRA Paper, University Library of Munich, Germany, number 1309, Aug, revised 08 Aug 2006.
- Roberta Capello & Barbara Chizzolini & Ugo Fratesi, 2006, "Territorial Scenarios for an Integrated Europe: Driving Forces of Change and Quantitative Forecasts," ERSA conference papers, European Regional Science Association, number ersa06p177, Aug.
- Everts, Martin, 2006, "Sectoral and Industrial Business Cycles," MPRA Paper, University Library of Munich, Germany, number 1176, Jun.
- Aristovnik, Aleksander & Berčič, Boštjan, 2007, "Fiscal Sustainability in Selected Transition Countries," MPRA Paper, University Library of Munich, Germany, number 122, Jan.