Report NEP-FOR-2006-01-01

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:

• Tony Guida & Olivier Matringe, 2005. "Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities," Finance 0512021, University Library of Munich, Germany.
• Gürkaynak, Refet S. & Wolfers, Justin, 2005. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," IZA Discussion Papers 1899, Institute of Labor Economics (IZA).
• Gabor Vadas, 2005. "Beyond macro variables: consumer confidence index and household expenditure in Hungary," Microeconomics 0512006, University Library of Munich, Germany.
• Marlene Amstad & Andreas M. Fischer, 2005. "Time-varying pass-through from import prices to consumer prices: evidence from an event study with real-time data," Staff Reports 228, Federal Reserve Bank of New York.
• Ilker Domac, 2003. "Explaining and Forecasting Inflation in Turkey," Working Papers 0306, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Dimitris Kenourgios & Aristeidis Samitas & Panagiotis Drosos, 2005. "Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract," Finance 0512018, University Library of Munich, Germany.
• Sharon Kozicki & Peter A. Tinsley, 2005. "Term structure transmission of monetary policy," Research Working Paper RWP 05-06, Federal Reserve Bank of Kansas City.