Report NEP-FOR-2007-04-09

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:

• Item repec:rwi:dpaper:0051 is not listed on IDEAS anymore

• John M Maheu & Stephen Gordon, 2007, "Learning, Forecasting and Structural Breaks," Working Papers, University of Toronto, Department of Economics, number tecipa-284, Mar.
• De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick, 2006, "Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information," MPRA Paper, University Library of Munich, Germany, number 2512, Nov, revised 03 Mar 2007.
• Jean-Stéphane MESONNIER, 2007, "The predictive content of the real interest rate gap for macroeconomic variables in the euro area," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 102, Feb.
• David-Jan Jansen & Jakob de Haan, 2007, "Is a word to the wise indeed enough? ECB statements and the predictability of interest rate decisions," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 37, Feb.
• Georgios Chortareas & John Nankervis & Ying Jiang, 2007, "Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 79, Feb.
• Yan, Robert & Nuttall, John & Ling, Charles, 2006, "Application of machine learning to short-term equity return prediction," MPRA Paper, University Library of Munich, Germany, number 2536, Apr.
• Neil Kellard & John Nankervis & Fotis Papadimitriou, 2007, "Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 129, Feb.
• Cifter, Atilla & Ozun, Alper, 2007, "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2489, Jan.
• Konstantin A. Kholodilin, 2007, "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 13, Feb.
• Olivier BROSSARD (LEREPS-GRES ) & Frédéric DUCROZET (PSE - Crédit Agricole) & Adrian ROCHE (EconomiX - Crédit Agricole), 2007, "An Early Warning Model for EU banks with Detection of the Adverse Selection Effect," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2007-08.
• Nektarios Aslanidis & Andrea Cipollini, 2007, "Leading indicator properties of the US corporate spreads," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 115, Feb.
• Dean Baker, 2006, "Recession Looms for the U.S. Economy in 2007," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2006-29, Nov.
• Ozun, Alper & Cifter, Atilla, 2007, "Nonlinear Combination of Financial Forecast with Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 2488, Feb.
• Item repec:sca:scaewp:0704 is not listed on IDEAS anymore

• Domenico Giannone & Lucrezia Reichlin & David H Small, 2007, "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 164, Feb.
• Bos, Frits, 2007, "Use, misuse and proper use of national accounts statistics," MPRA Paper, University Library of Munich, Germany, number 2576.
• Item repec:mea:ivswpa:589 is not listed on IDEAS anymore

• Mathieu Lefebvre, 2006, "Population ageing and consumption demand in Belgium," CREPP Working Papers, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège, number 0604.
• Bloom, David & Canning, David, 2006, "Global Demography: Fact, Force and Future," MPRA Paper, University Library of Munich, Germany, number 2577, Nov.
• Martin Gonzalez-Eiras & Dirk Niepelt, 2007, "The Future of Social Security," Working Papers, Swiss National Bank, Study Center Gerzensee, number 07.02, Feb.
• Gaétan Lafortune & Gaëlle Balestat, 2007, "Trends in Severe Disability Among Elderly People: Assessing the Evidence in 12 OECD Countries and the Future Implications," OECD Health Working Papers, OECD Publishing, number 26, Mar, DOI: 10.1787/217072070078.
• Marco Caliendo & Alexander S. Kritikos, 2007, "Is Entrepreneurial Success Predictable?: An Ex-ante Analysis of the Character-Based Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 684.

Report NEP-FOR-2007-04-09

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: