Report NEP-FOR-2005-10-04

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2005. "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series 0482, European Central Bank.
• Smets, Frank & Wouters, Raf, 2004. "Forecasting with a Bayesian DSGE model: an application to the euro area," Working Paper Series 0389, European Central Bank.
• Moneta, Fabio, 2003. "Does the yield spread predict recessions in the euro area?," Working Paper Series 0294, European Central Bank.
• Pérez, Javier J., 2005. "Early-warning tools to forecast general government deficit in the euro area: the role of intra-annual fiscal indicators," Working Paper Series 0497, European Central Bank.
• Benalal, Nicholai & Diaz del Hoyo, Juan Luis & Landau, Bettina & Roma, Moreno & Skudelny, Frauke, 2004. "To aggregate or not to aggregate? Euro area inflation forecasting," Working Paper Series 0374, European Central Bank.
• Camba-Méndez, Gonzalo & Kapetanios, George, 2004. "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Working Paper Series 0402, European Central Bank.
• Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 0322, European Central Bank.
• Wilhelmsen, Bjørn-Roger & Zaghini, Andrea, 2005. "Monetary policy predictability in the euro area: an international comparison," Working Paper Series 0504, European Central Bank.
• Dieppe, Alistair & Kuester, Keith & McAdam, Peter, 2004. "Optimal monetary policy rules for the euro area: an analysis using the area wide model," Working Paper Series 0360, European Central Bank.
• Charles Goodhart, 2005. "An Essay on the Interactions between the Bank of England's Forecasts, The MPC's Policy Adjustments, and the Eventual Outcome," FMG Discussion Papers dp546, Financial Markets Group.
• Vähämaa, Sami, 2004. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Working Paper Series 0315, European Central Bank.
• Levin, Andrew T. & Natalucci, Fabio M. & Piger, Jeremy M., 2004. "Explicit inflation objectives and macroeconomic outcomes," Working Paper Series 0383, European Central Bank.
• McNelis, Paul & McAdam, Peter, 2004. "Forecasting inflation with thick models and neural networks," Working Paper Series 0352, European Central Bank.
• Strauch, Rolf & Hallerberg, Mark & von Hagen, Jürgen, 2004. "Budgetary forecasts in Europe - the track record of stability and convergence programmes," Working Paper Series 0307, European Central Bank.
• Morana, Claudio, 2004. "A structural common factor approach to core inflation estimation and forecasting," Working Paper Series 0305, European Central Bank.
• Batini, Nicoletta & Levine, Paul & Pearlman, Joseph G., 2004. "Indeterminacy with inflation-forecast-based rules in a two-bloc model," Working Paper Series 0340, European Central Bank.
• Llaudes, Ricardo, 2005. "The Phillips curve and long-term unemployment," Working Paper Series 0441, European Central Bank.
• Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Raf, 2005. "On the fit and forecasting performance of New-Keynesian models," Working Paper Series 0491, European Central Bank.
• Castrén, Olli & Mazzotta, Stefano, 2005. "Foreign exchange option and returns based correlation forecasts: evaluation and two applications," Working Paper Series 0447, European Central Bank.
• Christoffersen, Peter & Mazzotta, Stefano, 2004. "The informational content of over-the-counter currency options," Working Paper Series 0366, European Central Bank.
• Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2005. "Yield curve prediction for the strategic investor," Working Paper Series 0472, European Central Bank.
• Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael, 2005. "Do Dollar Forecasters Believe too Much in PPP?," Hannover Economic Papers (HEP) dp-321, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Svensson, Lars E. O., 2005. "Monetary policy with judgment: forecast targeting," Working Paper Series 0476, European Central Bank.
• Pearlman, Joseph G., 2005. "Central bank transparency and private information in a dynamic macroeconomic model," Working Paper Series 0455, European Central Bank.
• Hördahl, Peter & Tristani, Oreste & Vestin, David, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series 0405, European Central Bank.