Report NEP-FOR-2007-07-07This 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:
- David E. Bloom & David Canning & Günther Fink & Jocelyn E. Finlay, 2007. "Does Age Structure Forecast Economic Growth?," NBER Working Papers 13221, National Bureau of Economic Research, Inc.
- Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute.
- Christian Kascha, 2007. "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Economics Working Papers ECO2007/12, European University Institute.
- Javier Andrés & Fernando Restoy, 2007. "Macroeconomic modelling in EMU: how relevant is the change in regime?," Working Papers 0718, Banco de España;Working Papers Homepage.
- Konrad Banachewicz & André Lucas, 2007. "Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models," Tinbergen Institute Discussion Papers 07-046/2, Tinbergen Institute.
- Gómez-Sorzano, Gustavo, 2006. "Decomposing violence: terrorist murder and attacks in New York State from 1933 to 2005," MPRA Paper 3776, University Library of Munich, Germany, revised 01 Jul 2007.
- Matteo Ciccarelli & Benoît Mojon, 2007. "Global Inflation," Kiel Working Papers 1337, Kiel Institute for the World Economy.
- Christian Conrad, 2007. "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers 07-162, KOF Swiss Economic Institute, ETH Zurich.
- Florian Heiss & Axel BÃ¶rsch-Supan & Michael Hurd & David Wise, 2007. "Pathways to Disability: Predicting Health Trajectories," MEA discussion paper series 07131, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Philippe Bacchetta & Eric van Wincoop, 2007. "Random Walk Expectations and the Forward Discount Puzzle," NBER Working Papers 13205, National Bureau of Economic Research, Inc.
- Etienne Gagnon, 2007. "Price setting during low and high inflation: evidence from Mexico," International Finance Discussion Papers 896, Board of Governors of the Federal Reserve System (U.S.).
- Connelly, Rachel & Kimmel, Jean, 2007. "Spousal Influences on Parents' Non-Market Time Choices," IZA Discussion Papers 2894, Institute for the Study of Labor (IZA).
- Eva Ortega & Pablo Burriel & José Luis Fernández & Eva Ferraz & Samuel Hurtado, 2007. "Actualización del modelo trimestral del Banco de España," Working Papers 0717, Banco de España;Working Papers Homepage.