Printed from https://ideas.repec.org/n/nep-for/2008-08-21.html
Report NEP-FOR-2008-08-21
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:ecb:ecbwps:20080925 is not listed on IDEAS anymore
- Antonello D'Agostino & Karl Whelan, 2007, "Federal Reserve Information during the great moderation," Working Papers, School of Economics, University College Dublin, number 200722, Dec.
- Andersson, Jonas & Karlis, Dimitris, 2008, "Treating missing values in INAR(1) models," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/14, Aug.
- Ralf Becker & Adam Clements & Andrew McClelland, 2008, "The Jump component of S&P 500 volatility and the VIX index," NCER Working Paper Series, National Centre for Econometric Research, number 24, Mar.
- John M Maheu & Thomas H McCurdy, 2008, "Do high-frequency measures of volatility improve forecasts of return distributions?," Working Papers, University of Toronto, Department of Economics, number tecipa-324, Aug.