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9 documents matched the search for the 2007-06-30 issue of the NEP report on Forecasting (nep-for), currently edited by Rob J Hyndman.
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1

A dynamic model to estimate the long-run trends in potential GDP,
Lucian Albu, from University Library of Munich, Germany (2006)
Keywords: natural rate of unemployment; potential GDP; pure productivity
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Disagreement and Biases in Inflation Expectations,
Allan Timmermann and Carlos Capistrán, from Banco de México (2006) Downloads

Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?,
Carlos Capistrán, from Banco de México (2006) Downloads

Forecast Combination with Entry and Exit of Experts,
Allan Timmermann and Carlos Capistrán, from Banco de México (2006) Downloads

How useful are historical data for forecasting the long-run equity return distribution?,
John Maheu and Thomas McCurdy, from University of Toronto, Department of Economics (2007)
Keywords: density forecasts, structural change, model risk, parameter uncertainty, Bayesian learning, market returns
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Bayesian VARs with Large Panels,
Lucrezia Reichlin, Domenico Giannone and Marta Banbura, from C.E.P.R. Discussion Papers (2007)
Keywords: Bayesian var; Forecasting; Monetary var; Large cross-sections
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Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution,
Jennifer Chan, S.T. Boris Choy and Udi Makov, from Quantitative Finance Research Centre, University of Technology, Sydney (2007)
Keywords: Bayesian approach; state space model; threshold model; scale mixtures of uniform distribution; device information criterion
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Shadow sovereign ratings for unrated developing countries,
Dilip Ratha, Prabal De and Sanket Mohapatra, from The World Bank (2007)
Keywords: Economic Theory&Research,Country Strategy&Performance,Financial Intermediation,External Debt,Inequality
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Volatility forecasting for crude oil futures,
Massimiliano Marzo and Paolo Zagaglia, from Stockholm University, Department of Economics (2007)
Keywords: GARCH models; kurtosis; oil prices; forecasting
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