Report NEP-FOR-2006-01-24

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:

• Diron, Marie & Mojon, Benoît, 2005. "Forecasting the central bank’s inflation objective is a good rule of thumb," Working Paper Series 0564, European Central Bank.
• Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Staff Working Papers 05-44, Bank of Canada.
• Nicoletta Batini & Alejandro Justiniano & Paul Levine & Joseph Pearlman, 2004. "Robust Inflation-Forecast-Based Rules to Shield against Indeterminacy," School of Economics Discussion Papers 0804, School of Economics, University of Surrey.
• Fischer, Andreas & Amstad, Marlene, 2005. "Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data," CEPR Discussion Papers 5395, C.E.P.R. Discussion Papers.
• Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Working Paper Series 0578, European Central Bank.
• Alex Cukierman & Francesco Lippi, 2004. "Endogenous monetary policy with unobserved potential output," Temi di discussione (Economic working papers) 493, Bank of Italy, Economic Research and International Relations Area.
• Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy," Macroeconomics 0512019, University Library of Munich, Germany, revised 06 Feb 2006.
• Refet Gurkaynak & Justin Wolfers, 2006. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Working Papers 11929, National Bureau of Economic Research, Inc.
• Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2006. "Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," IBMEC RJ Economics Discussion Papers 2006-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Kuismanen, Mika & Pistaferri, Luigi, 2006. "Information, habits, and consumption behavior: evidence from micro data," Working Paper Series 0572, European Central Bank.
• George Athanasopoulos & Farshid Vahid, 2006. "VARMA versus VAR for Macroeconomic Forecasting," Monash Econometrics and Business Statistics Working Papers 4/06, Monash University, Department of Econometrics and Business Statistics.
• Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, Gerhard, 2006. "On the appropriateness of inappropriate VaR models," SFB 649 Discussion Papers 2006-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Peltonen, Tuomas A., 2006. "Are emerging market currency crises predictable? A test," Working Paper Series 0571, European Central Bank.
• Charles Engel & John H. Rogers, 2006. "The U.S. Current Account Deficit and the Expected Share of World Output," NBER Working Papers 11921, National Bureau of Economic Research, Inc.
• Ando, Amy & Harrington, Winston & McConnell, Virginia, 1998. "Estimating Full IM240 Emissions from Partial Test Results: Evidence from Arizona," RFF Working Paper Series dp-98-24, Resources for the Future.
• Darrell Duffie & Leandro Siata & Ke Wang, 2006. "Multi-Period Corporate Default Prediction With Stochastic Covariates," NBER Working Papers 11962, National Bureau of Economic Research, Inc.
• Wernstedt, Kris & Hersh, Robert, 2002. "Flood Planning and Climate Forecasts at the Local Level," RFF Working Paper Series dp-02-27, Resources for the Future.
• Wernstedt, Kris & Hersh, Robert, 2001. "When ENSO Reigns, It Pours: Climate Forecasts in Flood Planning," RFF Working Paper Series dp-01-56-, Resources for the Future.
• Sedjo, Roger & Goetzel, Alberto, 1997. "Models Needed to Assist in the Development of a National Fiber Supply Strategy for the 21st Century: Report of a Workshop," RFF Working Paper Series dp-97-22, Resources for the Future.
• Marc Wildi & Bernd Schips, 2004. "Signal Extraction: How (In)efficient Are Model-Based Approaches? An Empirical Study Based on TRAMO/SEATS and Census X-12-ARIMA," KOF Working papers 04-96, KOF Swiss Economic Institute, ETH Zurich.
• Rob J Hyndman & Muhammad Akram, 2006. "Some Nonlinear Exponential Smoothing Models are Unstable," Monash Econometrics and Business Statistics Working Papers 3/06, Monash University, Department of Econometrics and Business Statistics.
• Aldy, Joseph, 2005. "Per Capita Carbon Dioxide Emissions: Convergence or Divergence?," RFF Working Paper Series dp-05-53, Resources for the Future.