Report NEP-ECM-2007-03-03

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Other reports in NEP-ECM

The following items were anounced in this report:

• Todd Prono, 2006. "GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique," Working Papers 07-1, Federal Reserve Bank of Boston. [Downloadable!]
• Item repec:ssa:lemwps:2007/08 is not listed on IDEAS anymore

• Westerlund, Joakim, 2007. "A Note on the Pooling of Individual PANIC Unit Root Tests," Working Papers 2007:5, Lund University, Department of Economics. [Downloadable!]
• Almut Elisabeth Dorothea Veraart, 2007. "Feasible inference for realised variance in the presence of jumps," OFRC Working Papers Series 2007fe02, Oxford Financial Research Centre. [Downloadable!]
• Dmitry Danilov & Jan R. Magnus, 2007. "On the estimation of a large sparse Bayesian system: the Snaer program," CIRJE F-Series CIRJE-F-478, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Jesus Gonzalo & Jean-Yves Pitarakis, 2006. "Threshold effects in cointegrating relationships," Economics Working Papers we20060621, Universidad Carlos III, Departamento de Economía. [Downloadable!]
• Silja Kinnebrock & Mark Podolskij, 2007. "A Note on the Central Limit Theorem for Bipower Variation of General Functions," OFRC Working Papers Series 2007fe03, Oxford Financial Research Centre. [Downloadable!]
• Helena Veiga, 2007. "The sign of asymmetry and the Taylor Effect in stochastic volatility models," Statistics and Econometrics Working Papers ws070702, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-7, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
• Peter Rodenburg, 2007. "Derived Measurement in Macroeconomics: Two Approaches for Measuring the NAIRU Considered," Tinbergen Institute Discussion Papers 07-017/1, Tinbergen Institute. [Downloadable!]
• Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Centre for Growth and Business Cycle Research Discussion Paper Series 79, Economics, The Univeristy of Manchester. [Downloadable!]

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