Report NEP-FOR-2008-11-04

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:

• Christoffel, Kai & Coenen, Günter & Warne, Anders, 2008. "The New Area-Wide Model of the euro area: a micro-founded open-economy model for forecasting and policy analysis," Working Paper Series 0944, European Central Bank.
• Item repec:hal:paris1:halshs-00270708_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00185369_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00235448_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00275769_v1 is not listed on IDEAS anymore

• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers 635, Queen Mary University of London, School of Economics and Finance.
• Todd E. Clark & Michael W. McCracken, 2008. "Combining forecasts from nested models," Working Papers 2008-037, Federal Reserve Bank of St. Louis.
• M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2008. "Estimating and Forecasting GARCH Volatility in the Presence of Outiers," Working Papers. Serie AD 2008-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Mestre, Ricardo & McAdam, Peter, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Working Paper Series 0950, European Central Bank.
• Angelini, Elena & Bańbura, Marta & Rünstler, Gerhard, 2008. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," Working Paper Series 0953, European Central Bank.
• Item repec:hal:paris1:halshs-00185374_v1 is not listed on IDEAS anymore

• Item repec:col:000162:005107 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00259238_v1 is not listed on IDEAS anymore

• Angelini, Elena & Camba-Méndez, Gonzalo & Giannone, Domenico & Rünstler, Gerhard & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 0949, European Central Bank.