Report NEP-FOR-2008-04-29

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:

• Item repec:hhs:bofitp:2008_002 is not listed on IDEAS anymore

• Clive G. Bowsher & Roland Meeks, 2008. "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers 0804, Federal Reserve Bank of Dallas.
• George Atsalakis & Dimitrios Nezis & George Matalliotakis & Camelia Ioana Ucenic & Christos Skiadas, 2008. "Forecasting Mortality Rate Using a Neural Network with Fuzzy Inference System," Working Papers 0806, University of Crete, Department of Economics.
• Jonas Dovern & Ulrich Fritsche, 2008. "Estimating fundamental cross-section dispersion from fixed event forecasts," Macroeconomics and Finance Series 200801, University of Hamburg, Department of Socioeconomics.
• Chernov, Mikhail & Mueller, Philippe, 2008. "The Term Structure of Inflation Expectations," CEPR Discussion Papers 6809, C.E.P.R. Discussion Papers.
• Jane Haltmaier, 2008. "Predicting cycles in economic activity," International Finance Discussion Papers 926, Board of Governors of the Federal Reserve System (U.S.).
• Schulz, Rainer & Staiber, Markus & Wersing, Martin & Werwatz, Axel, 2008. "The accuracy of long-term real estate valuations," SFB 649 Discussion Papers 2008-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Kevin L. Kliesen, 2008. "Oil and the U.S. macroeconomy: an update and a simple forecasting exercise," Working Papers 2008-009, Federal Reserve Bank of St. Louis.
• Item repec:hal:papers:halshs-00275769_v1 is not listed on IDEAS anymore

• Erik Hjalmarsson, 2008. "Interpreting long-horizon estimates in predictive regressions," International Finance Discussion Papers 928, Board of Governors of the Federal Reserve System (U.S.).