Printed from https://ideas.repec.org/n/nep-for/2008-04-29.html
Report NEP-FOR-2008-04-29
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:
- Item repec:hhs:bofitp:2008_002 is not listed on IDEAS anymore
- Clive G. Bowsher & Roland Meeks, 2008, "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers, Federal Reserve Bank of Dallas, number 0804.
- George Atsalakis & Dimitrios Nezis & George Matalliotakis & Camelia Ioana Ucenic & Christos Skiadas, 2008, "Forecasting Mortality Rate Using a Neural Network with Fuzzy Inference System," Working Papers, University of Crete, Department of Economics, number 0806, Nov.
- Jonas Dovern & Ulrich Fritsche, 2008, "Estimating fundamental cross-section dispersion from fixed event forecasts," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200801, May.
- Chernov, Mikhail & Mueller, Philippe, 2008, "The Term Structure of Inflation Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6809, Apr.
- Jane Haltmaier, 2008, "Predicting cycles in economic activity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 926.
- Item repec:hum:wpaper:sfb649dp2008-019 is not listed on IDEAS anymore
- Kevin L. Kliesen, 2008, "Oil and the U.S. macroeconomy: an update and a simple forecasting exercise," Working Papers, Federal Reserve Bank of St. Louis, number 2008-009, DOI: 10.20955/wp.2008.009.
- Item repec:hal:papers:halshs-00275769_v1 is not listed on IDEAS anymore
- Erik Hjalmarsson, 2008, "Interpreting long-horizon estimates in predictive regressions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 928.