Report NEP-ECM-2005-10-04

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Other reports in NEP-ECM

The following items were anounced in this report:

• Claudio Morana, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Working Paper Series 321, European Central Bank. [Downloadable!]
• Gonzalo Camba-Mendez & George Kapetanios, 2004. "Estimating the rank of the spectral density matrix," Working Paper Series 349, European Central Bank. [Downloadable!]
• Bauer, Dietmar & Wagner, Martin, 2005. "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Series 174, Institute for Advanced Studies. [Downloadable!]
• Claudio Morana, 2004. "A structural common factor approach to core inflation estimation and forecasting," Working Paper Series 305, European Central Bank. [Downloadable!]
• Daniel Dias & Carlos Robalo Marques, 2005. "Using mean reversion as a measure of persistence," Working Paper Series 450, European Central Bank. [Downloadable!]
• Kunst, Robert M., 2005. "Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation," Economics Series 177, Institute for Advanced Studies. [Downloadable!]
• Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2005. "Factor analysis in a New-Keynesian model," Working Paper Series 510, European Central Bank. [Downloadable!]
• Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence - a structural time series approach," Working Paper Series 495, European Central Bank. [Downloadable!]
• Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Paper Series 475, European Central Bank. [Downloadable!]
• Christian Dreger & Hans-Eggert Reimers, 2004. "Panel Seasonal Unit Root Test With An Application for Unemployment Data," IWH Discussion Papers 191, Halle Institute for Economic Research. [Downloadable!]
• Paul McNelis & Peter McAdam, 2004. "Forecasting inflation with thick models and neural networks," Working Paper Series 352, European Central Bank. [Downloadable!]
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005. "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series 482, European Central Bank. [Downloadable!]
• Nicholai Benalal & Juan Luis Diaz del Hoyo & Bettina Landau & Moreno Roma & Frauke Skudelny, 2004. "To aggregate or not to aggregate? Euro area inflation forecasting," Working Paper Series 374, European Central Bank. [Downloadable!]
• Michael Dueker, 2006. "Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models," Working Papers 2005-057, Federal Reserve Bank of St. Louis. [Downloadable!]
• Giovanni Lombardo & Alan Sutherland, 2005. "Computing second-order-accurate solutions for rational expectation models using linear solution methods," Working Paper Series 487, European Central Bank. [Downloadable!]
• Gonzalo Camba-Méndez & George Kapetanios, 2004. "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Working Paper Series 402, European Central Bank. [Downloadable!]
• Frank Smets & Raf Wouters, 2004. "Forecasting with a Bayesian DSGE model - an application to the euro area," Working Paper Series 389, European Central Bank. [Downloadable!]
• Wagner, Martin, 2005. "On PPP, Unit Roots and Panels," Economics Series 176, Institute for Advanced Studies. [Downloadable!]

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