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Report NEP-FOR-2008-08-06
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:
- John Galbraith & Greg Tkacz, 2008, "Electronic Transactions As High-Frequency Indicators Of Economics Activity," Departmental Working Papers, McGill University, Department of Economics, number 2008-04, Mar.
- Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007, "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper, University Library of Munich, Germany, number 9790, Aug, revised 15 May 2008.
- Giancarlo Bruno, 2008, "Forecasting Using Functional Coefficients Autoregressive Models," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 98, Jun.
- Item repec:imf:imfwpa:08/166 is not listed on IDEAS anymore
- Item repec:awi:wpaper:0472 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20080900 is not listed on IDEAS anymore
- Ales Bulir & Katerina Smidkova & Viktor Kotlan & David Navratil, 2007, "Inflation Targeting and Communication: Should the Public Read Inflation Reports or Tea Leaves?," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/14, Dec.
- Erik Hjalmarsson, 2008, "Predicting global stock returns," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 933.