Report NEP-FOR-2008-08-21

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:

• Drechsel, Katja & Maurin, Laurent, 2008. "Flow of conjunctural information and forecast of euro area economic activity," Working Paper Series 0925, European Central Bank.
• Antonello D'Agostino & Karl Whelan, 2007. "Federal Reserve Information during the great moderation," Working Papers 200722, School of Economics, University College Dublin.
• Andersson, Jonas & Karlis, Dimitris, 2008. "Treating missing values in INAR(1) models," Discussion Papers 2008/14, Norwegian School of Economics, Department of Business and Management Science.
• Ralf Becker & Adam Clements & Andrew McClelland, 2008. "The Jump component of S&P 500 volatility and the VIX index," NCER Working Paper Series 24, National Centre for Econometric Research.
• John M Maheu & Thomas H McCurdy, 2008. "Do high-frequency measures of volatility improve forecasts of return distributions?," Working Papers tecipa-324, University of Toronto, Department of Economics.