Report NEP-FOR-2008-02-09This 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:
- Jose Ramon Cancelo & Antoni Espasa & Rosemarie Grafe, 2007. "Forecasting from one day to one week ahead for the Spanish system operator," Statistics and Econometrics Working Papers ws078418, Universidad Carlos III, Departamento de Estadística y Econometría.
- Bruno Eklund, 2007. "Forecasting the Icelandic business cycle using vector autoregressive models," Economics wp36, Department of Economics, Central bank of Iceland.
- Jana Eklund & Sune Karlsson, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Economics wp34, Department of Economics, Central bank of Iceland.
- Jonas Dovern & Christina Ziegler, 2008. "Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators Under Real-Time Conditions," Kiel Working Papers 1397, Kiel Institute for the World Economy.
- Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2008. "Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns," SFB 649 Discussion Papers SFB649DP2008-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Henk Kranendonk & Debby Lanser & P.H. Franses, 2007. "On the optimality of expert-adjusted forecasts," CPB Discussion Paper 92, CPB Netherlands Bureau for Economic Policy Analysis.
- Michael Artis & José G. Clavel & Mathias Hoffmann & Dilip Nachane, 2007. "Harmonic Regression Models: A Comparative Review with Applications," IEW - Working Papers 333, Institute for Empirical Research in Economics - University of Zurich.
- Silvestro Di Sanzo, 2007. "Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach," Working Papers 2007_03, Department of Economics, University of Venice "Ca' Foscari".
- Item repec:hal:papers:halshs-00235448_v1 is not listed on IDEAS anymore
- Nwaobi, Godwin, 2008. "Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting," MPRA Paper 6958, University Library of Munich, Germany.