Report NEP-FOR-2007-08-08

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007. "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers 9/07, Monash University, Department of Econometrics and Business Statistics.
• Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan, 2006. "Forecasting VARMA processes using VAR models and subspace-based state space models," MPRA Paper 4235, University Library of Munich, Germany.
• George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007. "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers 10/07, Monash University, Department of Econometrics and Business Statistics, revised May 2009.
• Herwartz, Helmut & Weber, Henning, 2007. "Exchange rate uncertainty and trade growth: A comparison of linear and nonlinear (forecasting) models," SFB 649 Discussion Papers 2007-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Dr. James Mitchell, 2007. "Understanding revisions to density forecasts: an application to the Survey of Professional Forecasters," National Institute of Economic and Social Research (NIESR) Discussion Papers 296, National Institute of Economic and Social Research.
• Allison Zhou & Carl Bonham & Byron Gangnes, 2007. "Modeling the supply and demand for tourism: a fully identified VECM approach," Working Papers 200717, University of Hawaii at Manoa, Department of Economics.
• Eugenio M Cerutti, 2007. "IMF Drawing Programs; Participation Determinants and Forecasting," IMF Working Papers 07/152, International Monetary Fund.
• Item repec:hal:papers:halshs-00162440_v1 is not listed on IDEAS anymore

• Marcos S. Matsumura & Ajax R. B. Moreira, 2006. "Macro Factors and the Brazilian Yield Curve With no Arbitrage Models," Discussion Papers 1210, Instituto de Pesquisa Econômica Aplicada - IPEA.
• Ondrej Rydval, 2007. "Financial Incentives and Cognitive Abilities: Evidence from a Forecasting Task with Varying Cognitive Load," Jena Economics Research Papers 2007-040, Friedrich-Schiller-University Jena.
• Harvey S. Rosen & Stephen Wu, 2001. "Health Status and Portfolio Choice," Working Papers 127, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Kulp-Tåg, Sofie, 2007. "An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions," Working Papers 526, Hanken School of Economics.
• George Bulkley & Richard W P Holt, 2007. "Forecasting Cross-Section Stock Returns using The Present Value Model," Edinburgh School of Economics Discussion Paper Series 163, Edinburgh School of Economics, University of Edinburgh.
• Item repec:pra:mprapa:4271 is not listed on IDEAS anymore

• Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka & Mário J. C. Mendonça, 2005. "Measuring Monetary Policy Stance in Brazil," Discussion Papers 1128, Instituto de Pesquisa Econômica Aplicada - IPEA.