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Report NEP-FOR-2007-06-30
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:
- Timmermann Allan & Capistrán Carlos, 2006, "Forecast Combination with Entry and Exit of Experts," Working Papers, Banco de México, number 2006-08, Sep.
- Timmermann Allan & Capistrán Carlos, 2006, "Disagreement and Biases in Inflation Expectations," Working Papers, Banco de México, number 2006-07, Jun.
- John M Maheu & Thomas H McCurdy, 2007, "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers, University of Toronto, Department of Economics, number tecipa-293, Jun.
- Marzo, Massimiliano & Zagaglia, Paolo, 2007, "Volatility forecasting for crude oil futures," Research Papers in Economics, Stockholm University, Department of Economics, number 2007:9, Jun.
- Capistrán Carlos, 2006, "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Working Papers, Banco de México, number 2006-14, Dec.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007, "Bayesian VARs with Large Panels," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6326, Jun.
- Albu, Lucian-Liviu, 2006, "A dynamic model to estimate the long-run trends in potential GDP," MPRA Paper, University Library of Munich, Germany, number 3708.
- Jennifer Chan & Boris Choy & Udi Makov, 2007, "Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 196, May.
- Ratha, Dilip & De, Prabal & Mohapatra, Sanket, 2007, "Shadow sovereign ratings for unrated developing countries," Policy Research Working Paper Series, The World Bank, number 4269, Jun.