Printed from https://ideas.repec.org/n/nep-for/2008-11-18.html
Report NEP-FOR-2008-11-18
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:
- Guidi, Francesco, 2008, "Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK," MPRA Paper, University Library of Munich, Germany, number 11535, Nov.
- Marta Bañbura & Domenico Giannone & Lucrezia Reichlin, 2008, "Large Bayesian VARs," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_033.
- Isengildina-Massa, Olga & Irwin, Scott H. & Good, Darrel L., 2008, "Quantile Regression Methods of Estimating Confidence Intervals for WASDE Price Forecasts," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6409, DOI: 10.22004/ag.econ.6409.
- Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008, "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2008-035, Jun.
- Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard D., 2008, "Understanding Errors in EIA Projections of Energy Demand," RFF Working Paper Series, Resources for the Future, number dp-08-54, Nov.