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Report NEP-FOR-2007-12-01
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:
- Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian forecast combination for VAR models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 216, Nov.
- Jose Vicente & Benjamin M. Tabak, 2007, "Forecasting Bonds Yields in the Brazilian Fixed Income Market," Working Papers Series, Central Bank of Brazil, Research Department, number 141, Aug.
- Item repec:hal:papers:halshs-00188264_v1 is not listed on IDEAS anymore
- Dimitris Politis & Dimitrios Thomakos, 2007, "NoVaS Transformations: Flexible Inference for Volatility Forecasting," Working Papers, University of Peloponnese, Department of Economics, number 0005.
- Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-31, Oct.
- Dimitrios Thomakos & Tao Wang, 2007, "'Optimal' Probabilistic Predictions for Financial Returns," Working Papers, University of Peloponnese, Department of Economics, number 0006.
- James Yetman & Gregor W. Smith, 2007, "The Curse Of Irving Fisher (professional Forecasters' Version)," Working Paper, Economics Department, Queen's University, number 1144, Nov.
- David L. Reifschneider & Peter Tulip, 2007, "Gauging the uncertainty of the economic outlook from historical forecasting errors," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-60.