Report NEP-FOR-2007-06-23This 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.
The following items were announced in this report:
- Rob J. Hyndman & Yeasmin Khandakar, 2007. "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers 6/07, Monash University, Department of Econometrics and Business Statistics.
- Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar, 2007. "A state space model for exponential smoothing with group seasonality," Monash Econometrics and Business Statistics Working Papers 7/07, Monash University, Department of Econometrics and Business Statistics.
- Item repec:dgr:uvatin:20070043 is not listed on IDEAS anymore
- Ralf Becker & Adam Clements, 2007. "Are combination forecasts of S&P 500 volatility statistically superior?," NCER Working Paper Series 17, National Centre for Econometric Research.
- Ralf Becker & Adam Clements, 2007. "Forecasting stock market volatility conditional on macroeconomic conditions," NCER Working Paper Series 18, National Centre for Econometric Research.
- Vivek B. Arora, 2007. "Monetary Policy Transparency and Financial Market Forecasts in South Africa," IMF Working Papers 07/123, International Monetary Fund.
- Cipollini, Andrea & Missaglia, Giuseppe, 2007. "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," MPRA Paper 3582, University Library of Munich, Germany.
- Jeremy J. Nalewaik, 2007. "Incorporating vintage differences and forecasts into Markov switching models," Finance and Economics Discussion Series 2007-23, Board of Governors of the Federal Reserve System (U.S.).
- Noureddine Krichene, 2007. "An Oil and Gas Model," IMF Working Papers 07/135, International Monetary Fund.
- Martínez-Zarzoso, Inmaculada & Nowak-Lehmann D., Felicitas & Vollmer, Sebastian, 2007. "The log of gravity revisited," Center for European, Governance and Economic Development Research Discussion Papers 64, University of Goettingen, Department of Economics.