Report NEP-ECM-2008-09-20

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Other reports in NEP-ECM

The following items were anounced in this report:

• Jung, Robert & Liesenfeld, Roman & Richard, Jean-Francois, 2008. "Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity," Economics Working Papers 2008,12, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
• Les Oxley & Chris Price & William Rea & Marco Reale, 2008. "A New Procedure to Test for H Self-Similarity," Working Papers in Economics 08/16, University of Canterbury, Department of Economics. [Downloadable!]
• Karl Schlag, 2008. "A New Method for Constructing Exact Tests without Making any Assumptions," Economics Working Papers 1109, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Fulvio Corsi & Davide Pirino & Roberto Renò, 2008. "Volatility forecasting: the jumps do matter," Department of Economics University of Siena 534, Department of Economics, University of Siena. [Downloadable!]
• Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008. "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," The Warwick Economics Research Paper Series (TWERPS) 865, University of Warwick, Department of Economics. [Downloadable!]
• Martellosio, Federico, 2008. "Testing for spatial autocorrelation: the regressors that make the power disappear," MPRA Paper 10542, University Library of Munich, Germany. [Downloadable!]
• Naoto Kunitomo & Yukitoshi Matsushita, 2008. "Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity," CIRJE F-Series CIRJE-F-588, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Giuseppe Ragusa, 2008. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Working Papers 080906, University of California-Irvine, Department of Economics. [Downloadable!]
• Bergh , Andreas & Nilsson, Therese, 2008. "Do economic liberalization and globalization increase income inequality?," Working Papers 2008:12, Lund University, Department of Economics. [Downloadable!]
• Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008. "Do we need time series econometrics," MPRA Paper 10530, University Library of Munich, Germany, revised 14 Sep 2008. [Downloadable!]
• D.S.G. Pollock, 2008. "Realisations of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics 08/32, Department of Economics, University of Leicester. [Downloadable!]
• Carlos Santos, 2008. "Selection on the basis of prior testing," Documentos de Trabalho em Economia (Working Papers in Economics) 06, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto). [Downloadable!]
• D.S.G. Pollock, 2008. "The Classical Econometric Model," Discussion Papers in Economics 08/33, Department of Economics, University of Leicester. [Downloadable!]
• Dale Poirier, 2008. "Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap," Working Papers 080905, University of California-Irvine, Department of Economics. [Downloadable!]
• David Meenagh & Patrick Minford & Michael Wickens, 2008. " Testing a DSGE model of the EU using indirect inference," CDMA Conference Paper Series 0801, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
• Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2008. "Multifractality and long-range dependence of asset returns : the scaling behaviour of the Markov-switching multifractal model with lognormal volatility components," Economics Working Papers 2008,09, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
• Sinha, Pankaj & Bansal, Ashok, 2008. "Hierarchical Bayes prediction for the 2008 US Presidential election," MPRA Paper 10470, University Library of Munich, Germany. [Downloadable!]
• James H. Stock & Mark W. Watson, 2008. "Phillips Curve Inflation Forecasts," NBER Working Papers 14322, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Karim Chalak & Halbert White, 2008. "Independence and Conditional Independence in Causal Systems," Boston College Working Papers in Economics 689, Boston College Department of Economics. [Downloadable!]
• Paola Donati & Francesco Donati, 2008. "Modelling and forecasting the yield curve under model uncertainty," Working Paper Series 917, European Central Bank. [Downloadable!]
• Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
• Marta Cardin, 2008. "Multivariate measures of positive dependence," Working Papers 166, Department of Applied Mathematics, University of Venice. [Downloadable!]
• Brett Day & Jose Luis Pinto Prades, 2008. "Sequencing Anomalies in Choice Experiments," Working Papers 08.10, Universidad Pablo de Olavide, Department of Economics. [Downloadable!]
• David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard, 2008. "Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes," Working Papers 367, University of Pittsburgh, Department of Economics, revised Sep 2008. [Downloadable!]
• Borak, Szymon & Weron, Rafal, 2008. "A semiparametric factor model for electricity forward curve dynamics," MPRA Paper 10421, University Library of Munich, Germany. [Downloadable!]
• Nalan Basturk & Richard Paap & Dick van Dijk, 2008. "Structural Differences in Economic Growth," Tinbergen Institute Discussion Papers 08-085/4, Tinbergen Institute. [Downloadable!]

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