Report NEP-ECM-2005-03-20

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The following items were anounced in this report:

• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Fractional Cointegration And Aggregate Money Demand Functions," Economics and Finance Discussion Papers 05-01, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
• Item repec:fda:fdaeee:05-01 is not listed on IDEAS anymore

• Eva Cantoni & Chris Field & Joanna Mills Flemming & Elvezio Ronchetti, 2005. "Longitudinal variable selection by cross-validation in the case of many covariates," Cahiers du Département d'Econométrie 2005.01, Département d'Econométrie, Université de Genève. [Downloadable!]
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process;," Cahiers du Département d'Econométrie 2005.02, Département d'Econométrie, Université de Genève. [Downloadable!]
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005. "Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through," Working Paper Series 179, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
• Villani, Mattias, 2005. "Inference in Vector Autoregressive Models with an Informative Prior on the Steady State," Working Paper Series 181, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
• Hosung Jung, 2005. "A Test for Autocorrelation in Dynamic Panel Data Models," Hi-Stat Discussion Paper Series d04-77, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Massimiliano Marcellino & James Stock & Mark Watson, 2005. "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," Working Papers 285, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
• Massimiliano Marcellino, 2005. "Leading Indicators: What Have We Learned?," Working Papers 286, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," NBER Working Papers 11188, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jaroslava Hlouskova & Martin Wagner, 2005. "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Diskussionsschriften dp0503, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
• Rien Wagenvoort & Paul Schure, 2005. "A Recursive Thick Frontier Approach To Estimating Production Efficiency," Econometrics Working Papers 0503, Department of Economics, University of Victoria. [Downloadable!]
• Patrick Marsh, . "A Measure of Distance for the Unit Root Hypothesis," Discussion Papers 05/02, Department of Economics, University of York. [Downloadable!]

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