Printed from https://ideas.repec.org/n/nep-for/2007-08-27.html
Report NEP-FOR-2007-08-27
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:
- Glenn D. Rudebusch & John C. Williams, 2007, "Forecasting recessions: the puzzle of the enduring power of the yield curve," Working Paper Series, Federal Reserve Bank of San Francisco, number 2007-16.
- Eric Hillebrand & Marcelo Cunha Medeiros, 2007, "Forecasting realized volatility models:the benefits of bagging and nonlinear specifications," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 547, Aug.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2007, "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers, National Bureau of Economic Research, Inc, number 13318, Aug.
- Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth, 2007, "Modeling and predicting the CBOE market volatility index," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 548, Aug.
- Item repec:ecb:ecbwps:20070802 is not listed on IDEAS anymore