Report NEP-FOR-2007-10-20This 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:
- Patton, Andrew J & Timmermann, Allan G, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers.
- Andrea Carriero, 2007. "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers 612, Queen Mary University of London, School of Economics and Finance.
- Jesus Crespo Cuaresma & Adusei Jumah & Sohbet Karbuz, "undated". "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," Working Papers 2007-22, Faculty of Economics and Statistics, University of Innsbruck.
- Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies.
- Jones, Randall J. & Armstrong, J. Scott & Cuzan, Alfred G., 2007. "Forecasting elections using expert surveys: an application to U.S. presidential elections," MPRA Paper 5301, University Library of Munich, Germany.
- Hipòlit Torró, 2007. "Forecasting Weekly Electricity Prices at Nord Pool," Working Papers 2007.88, Fondazione Eni Enrico Mattei.
- Álvaro Pina & Nuno Venes, 2007. "The Political Economy of EDP Fiscal Forecasts: An Empirical Assessment," Working Papers Department of Economics 2007/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Artis, Michael J & Clavel, Jose Garcia & Hoffmann, Mathias & Nachane, Dilip M, 2007. "Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications," CEPR Discussion Papers 6517, C.E.P.R. Discussion Papers.