Report NEP-FOR-2006-05-13
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:
- Patrizio Pagano & Massimiliano Pisani, 2006. "Risk-Adjusted Forecasts of Oil Prices," Temi di discussione (Economic working papers) 585, Bank of Italy, Economic Research and International Relations Area.
- Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University.
- Jan F. Qvigstad, 2006. "When does an interest rate path “look good”? Criteria for an appropriate future interest rate path," Working Paper 2006/05, Norges Bank.
- Minh Ha-Duong, 2006. "Scenarios, probability and possible futures," Post-Print halshs-00003925, HAL.
- Polzehl, Jörg & Spokoiny, Vladimir, 2006. "Varying coefficient GARCH versus local constant volatility modeling: Comparison of the predictive power," SFB 649 Discussion Papers 2006-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Item repec:hum:wpaper:sfb649dp2006-039 is not listed on IDEAS anymore
- Item repec:ven:wpaper:20_06 is not listed on IDEAS anymore