Report NEP-ECM-2006-05-06

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Other reports in NEP-ECM

The following items were anounced in this report:

• Fabio Canova & Matteo Ciccarelli, 2006. "Estimating multi-country VAR models," Working Paper Series 603, European Central Bank. [Downloadable!]
• Gerhard Fenz & Martin Spitzer, 2006. "An Unobserved Components Model to forecast Austrian GDP," Working Papers 119, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
• Aurea Grane & Josep Fortiana, 2006. "Karhunen-Loève Basis In Goodness-Of-Fit Tests Decomposition: An Evaluation," Statistics and Econometrics Working Papers ws062710, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Pierre Perron & Zhongjun Qu, 2006. "A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests," Boston University - Department of Economics - Working Papers Series WP2006-010, Boston University - Department of Economics. [Downloadable!]
• Altissimo, Filippo & Cristadoro, Riccardo & Forni, Mario & Lippi, Marco & Veronese, Giovanni, 2006. "New EuroCOIN: Tracking Economic Growth in Real Time," CEPR Discussion Papers 5633, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Item repec:pas:camaaa:2006-14 is not listed on IDEAS anymore

• Raymond Brummelhuis, 2006. "Auto-Dependence Structure of Arch-Models: Tail Dependence Coefficients," Birkbeck Working Papers in Economics and Finance 0605, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
• Koedijk, Kees & Kole, Erik & Verbeek, Marno, 2006. "Selecting Copulas for Risk Management," CEPR Discussion Papers 5652, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2006. "Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets," Working Papers 2005-03, University of New Orleans, Department of Economics and Finance. [Downloadable!]

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