Report NEP-FOR-2006-08-05

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:

• Schumacher, Christian, 2005. "Forecasting German GDP using alternative factor models based on large datasets," Discussion Paper Series 1: Economic Studies 2005,24, Deutsche Bundesbank.
• Yi Zheng & James Rossiter, 2006. "Using Monthly Indicators to Predict Quarterly GDP," Staff Working Papers 06-26, Bank of Canada.
• Robert W. Rich & Joseph Tracy, 2006. "The relationship between expected inflation, disagreement, and uncertainty: evidence from matched point and density forecasts," Staff Reports 253, Federal Reserve Bank of New York.
• Turgut Kisinbay & Eric Parrado & Rodolfo Maino & Jorge I Canales Kriljenko, 2006. "Setting the Operational Framework for Producing Inflation Forecasts," IMF Working Papers 06/122, International Monetary Fund.
• Greg Tkacz & Carolyn A. Wilkins, 2006. "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Staff Working Papers 06-25, Bank of Canada.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies 2006,01, Deutsche Bundesbank.
• Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series 1747, CESifo.
• Craig, Ben R. & Keller, Joachim, 2005. "The forecast ability of risk-neutral densities of foreign exchange," Discussion Paper Series 2: Banking and Financial Studies 2005,05, Deutsche Bundesbank.
• Antonio Diez de los Rios, 2006. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers 06-27, Bank of Canada.
• Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," Economics Working Papers 2005-04, Christian-Albrechts-University of Kiel, Department of Economics.
• Knetsch, Thomas A., 2006. "Forecasting the price of crude oil via convenience yield predictions," Discussion Paper Series 1: Economic Studies 2006,12, Deutsche Bundesbank.
• Khoon Lek Goh & Daniel Lawrence, 2006. "Treasury’s Forecasting Performance: A Head-to-Head Comparison," Treasury Working Paper Series 06/10, New Zealand Treasury.
• Douglas Laxton & Andrew Berg & Philippe D Karam, 2006. "Practical Model-Based Monetary Policy Analysis; A How-To Guide," IMF Working Papers 06/81, International Monetary Fund.
• Douglas Laxton & Andrew Berg & Philippe D Karam, 2006. "A Practical Model-Based Approach to Monetary Policy Analysis—Overview," IMF Working Papers 06/80, International Monetary Fund.
• Hofmann, Boris, 2006. "Do monetary indicators (still) predict euro area inflation?," Discussion Paper Series 1: Economic Studies 2006,18, Deutsche Bundesbank.
• Allan Timmermann, 2006. "An Evaluation of the World Economic Outlook Forecasts," IMF Working Papers 06/59, International Monetary Fund.
• Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
• Fiorino, Nadia & Ricciuti, Roberto, 2006. "Legislature size and government spending in Italian regions: forecasting the effects of a reform," POLIS Working Papers 69, Institute of Public Policy and Public Choice - POLIS.
• Tillmann, Peter, 2005. "The New Keynesian Phillips Curve in Europe: does it fit or does it fail?," Discussion Paper Series 1: Economic Studies 2005,04, Deutsche Bundesbank.
• Stamfort, Stefan, 2005. "Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von Filterverfahren," Discussion Paper Series 1: Economic Studies 2005,19, Deutsche Bundesbank.
• Memmel, Christoph & Wehn, Carsten, 2005. "The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation," Discussion Paper Series 2: Banking and Financial Studies 2005,02, Deutsche Bundesbank.
• Item repec:hal:papers:halshs-00080198_v1 is not listed on IDEAS anymore

• Meral Karasulu & Matthew T Jones, 2006. "The Korean Crisis; What Did We Know and When Did We Know It? What Stress Tests of the Corporate Sector Reveal," IMF Working Papers 06/114, International Monetary Fund.