Report NEP-ECM-2007-12-01

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Other reports in NEP-ECM

The following items were anounced in this report:

• Loriano Mancini & Fabio Trojani, 2005. "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series 07-31, Swiss Finance Institute, revised Oct 2007. [Downloadable!]
• Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian forecast combination for VAR models," Working Paper Series 216, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
• Gregory Connor & Matthias Hagmann & Oliver Linton, 2007. "Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns," Swiss Finance Institute Research Paper Series 07-26, Swiss Finance Institute. [Downloadable!]
• Douglas Miller, 2007. "Behavioral Foundations for Conditional Markov Models of Aggregate Data," Working Papers 0718, Department of Economics, University of Missouri. [Downloadable!]
• Dominique Guégan & Zhiping Lu, 2007. "A note on self-similarity for discrete time series," Documents de travail du Centre d'Economie de la Sorbonne b07055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
• Dominique Guégan & Florian Ielpo, 2007. "Flexible time series models for subjective distribution estimation with monetary policy in view," Documents de travail du Centre d'Economie de la Sorbonne b07056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
• J. Hirschberg & J. Lye, 2007. "A Reinterpretation of Interactions in Regressions," Department of Economics - Working Papers Series 1015, The University of Melbourne. [Downloadable!]
• Dominique Guégan, 2007. "Global and local stationary modelling in finance : theory and empirical evidence," Documents de travail du Centre d'Economie de la Sorbonne b07053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
• Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2007. "What Model for Entry in First-Price Auctions? A Nonparametric Approach," Micro Theory Working Papers marmer-07-11-22-02-26-44, Microeconomics.ca Website, revised 22 Nov 2007. [Downloadable!]
• Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2007. "Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability," Working Papers Series 151, Central Bank of Brazil, Research Department. [Downloadable!]
• Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department. [Downloadable!]
• Frisén, Marianne, 2007. "Principles for Multivariate Surveillance," Research Reports 2007:4, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University.
• Andersson, Eva, 2007. "Effect of dependency in systems for multivariate surveillance," Research Reports 2007:1, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University. [Downloadable!]
• D.S.G. Pollock, 2007. "Investigating Economic Trends And Cycles," Discussion Papers in Economics 07/17, Department of Economics, University of Leicester, revised Apr 2008. [Downloadable!]
• Gregor W. Smith & James Yetman, 2007. "The Curse of Irving Fisher (Professional Forecasters' Version)," Working Papers 1144, Queen's University, Department of Economics. [Downloadable!]
• Dimitrios Thomakos & Tao Wang, 2007. "'Optimal' Probabilistic Predictions for Financial Returns," Working Papers 0006, University of Peloponnese, Department of Economics. [Downloadable!]
• Till Dannewald & Henning Kreis & Nadja Silberhorn, 2007. "Das Hybride Wahlmodell und seine Anwendung im Marketing," SFB 649 Discussion Papers SFB649DP2007-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Frisén, Marianne, 2007. "Optimal Sequential Surveillance for Finance, Public Health, and Other Areas," Research Reports 2007:2, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University.
• Paul Levine & Joseph Pearlman & George Perendia, 2007. "Estimating DSGE Models under Partial Information," Department of Economics Discussion Papers 1607, Department of Economics, University of Surrey. [Downloadable!]
• Bock, David, 2007. "Consequences of using the probability of a false alarm as the false alarm measure," Research Reports 2007:3, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University. [Downloadable!]
• Weisbrod, Julian & Vollmer, Sebastian & Holzmann, Hajo, 2007. "Perspectives on the World Income Distribution: Beyond Twin Peaks Towards Welfare Conclusions," Proceedings of the German Development Economics Conference, Göttingen 2007 32, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
• Dominique Guégan, 2007. "Chaos in economics and finance," Documents de travail du Centre d'Economie de la Sorbonne b07054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
• Ricardo Mora & Javier Ruiz-Castillo, 2007. "The statistical properties of the Mutual Information index of multigroup segregation," Economics Working Papers we077443, Universidad Carlos III, Departamento de Economía. [Downloadable!]
• Juan Manuel Julio, 2007. "The Fan Chart: The Technical Details Of The New Implementation," BORRADORES DE ECONOMIA 004294, BANCO DE LA REPÚBLICA. [Downloadable!]
• Barnett, William A. & Duzhak, Evgeniya A., 2007. "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," MPRA Paper 6005, University Library of Munich, Germany. [Downloadable!]

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