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Report NEP-FOR-2007-02-10
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:
- John Galbraith & Greg Tkacz, 2007, "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Staff Working Papers, Bank of Canada, number 07-1, DOI: 10.34989/swp-2007-1.
- Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007, "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 642, Jan.
- Kirdan Lees & Troy Matheson & Christie Smith, 2007, "Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/01, Jan.
- John M Maheu & Thomas H McCurdy, 2007, "Modeling foreign exchange rates with jumps," Working Papers, University of Toronto, Department of Economics, number tecipa-279, Feb.
- Fanelli, Luca, 2005, "Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area," MPRA Paper, University Library of Munich, Germany, number 1617, Jan, revised Jan 2007.
- Bruno Eklund, 2007, "Predicting recessions with leading indicators: An application on the Icelandic economy," Economics, Department of Economics, Central bank of Iceland, number wp33_bruno, Jan.
- Rasmus Kattai, 2007, "Constants do not stay constant because variables are varying," Bank of Estonia Working Papers, Bank of Estonia, number 2007-01, Jan, revised 02 Jan 2007.
- Leon, Costas, 2006, "The Taylor rule: can it be supported by the data?," MPRA Paper, University Library of Munich, Germany, number 1650, Aug.
- Feng, Yuanhua & Yu, Keming, 2006, "Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model," MPRA Paper, University Library of Munich, Germany, number 1597.
- Troy Matheson & James Mitchell & Brian Silverstone, 2007, "Nowcasting and predicting data revisions in real time using qualitative panel survey data," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/02, Feb.