Report NEP-FOR-2008-12-14

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:

• Frank A.G. den Butter & Pieter W. Jansen, 2008. "Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts," Tinbergen Institute Discussion Papers 08-102/3, Tinbergen Institute.
• Item repec:hal:cesptp:halshs-00344839_v1 is not listed on IDEAS anymore

• Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2008. "How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37620, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
• Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
• Miguel A. Ferreira & Pedro Santa-Clara, 2008. "Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole," NBER Working Papers 14571, National Bureau of Economic Research, Inc.
• Item repec:dgr:uvatin:20080092 is not listed on IDEAS anymore

• Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez, 2008. "Nonlinear Exchange Rate Predictability," Working Papers 080911, University of California-Irvine, Department of Economics, revised Sep 2010.
• Dahlgran, Roger A. & Ma, Xudong, 2008. "Hedge Effectiveness Forecasting," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37604, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
• Diersen, Matthew A., 2008. "Hay Price Forecasts at the State Level," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37600, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.