Report NEP-ECM-2008-10-21

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The following items were anounced in this report:

• Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany. [Downloadable!]
• Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495_v1, HAL. [Downloadable!]
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-Based Nonlinear Quantile Autoregression," Cowles Foundation Discussion Papers 1679, Cowles Foundation, Yale University. [Downloadable!]
• Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CoFE Discussion Paper 08-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Item repec:pra:mprapa:11001 is not listed on IDEAS anymore

• Chiara Tommasi, 2008. "Robust optimal designs to a misspecified model," UNIMI - Research Papers in Economics, Business, and Statistics 1078, Universitá degli Studi di Milano. [Downloadable!]
• Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," ECARES Working Papers 2008_012, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2008. "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," Working Papers 1181, Queen's University, Department of Economics. [Downloadable!]
• Roger Hammersland, 2008. "Classical identification: A viable road for data to inform structural modeling," Discussion Papers 562, Research Department of Statistics Norway. [Downloadable!]
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2008. "A New Hausmann Type Test to Detect the Presence of Influential Outliers," ECARES Working Papers 2008_006, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2008. "Comparison of Misspecified Calibrated Models: The Minimum Distance Approach," Micro Theory Working Papers vadim_marmer-2008-14, Microeconomics.ca Website, revised 02 Nov 2009. [Downloadable!]
• Alessandro De Gregorio & Stefano Iacus, 2008. "Divergences Test Statistics for Discretely Observed Diffusion Processes," UNIMI - Research Papers in Economics, Business, and Statistics 1076, Universitá degli Studi di Milano. [Downloadable!]
• Laurens Cherchye & Bram De Rock & Jeroen Sabbe & Frederic Vermeulen, 2008. "Nonparametric Tests of Collectively Rational Consumption Behavior: an Integer Programming Procedure," ECARES Working Papers 2008_001, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Li, Minqiang, 2008. "A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation," MPRA Paper 11185, University Library of Munich, Germany. [Downloadable!]
• Matsuki, Takashi & Usami, Ryoichi, 2007. "China's Regional Convergence in Panels with Multiple Structural Breaks," MPRA Paper 10167, University Library of Munich, Germany, revised 17 May 2008. [Downloadable!]
• Christophe Croux & Catherine Dehon, 2008. "Robustness versus Efficiency for Nonparametric Correlation Measures," ECARES Working Papers 2008_002, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Pepa Ramirez & Rosa E. Lillo & Michael P. Wiper, 2008. "On identifiability of MAP processes," Statistics and Econometrics Working Papers ws084613, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Seymen, Atilim, 2008. "A Critical Note on the Forecast Error Variance Decomposition," ZEW Discussion Papers 08-065, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
• Cecilia Frale & David Veredas, 2008. "A Monthly Volatility Index for the US Economy," ECARES Working Papers 2008_008, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
• Michal Franta & Branislav Saxa & Katerina Smidkova, 2008. "Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?," Working Papers IES 2008/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2008. [Downloadable!]
• Erich Gundlach & Martin Paldam, 2008. "Income and Democracy: A Comment on Acemoglu, Johnson, Robinson, and Yared (2008)," Economics Working Papers 2008-13, School of Economics and Management, University of Aarhus. [Downloadable!]
• Campbell, Danny, 2007. "Combining mixed logit models and random effects models to identify the determinants of willingness to pay for rural landscape improvements," 81st Annual Conference, April 2-4, 2007, Reading University 7975, Agricultural Economics Society. [Downloadable!]
• Astrid Mathiassen, 2008. "The predictive ability of poverty models. Empirical Evidence from Uganda," Discussion Papers 560, Research Department of Statistics Norway. [Downloadable!]
• Alessandro De Gregorio & Stefano Iacus, 2008. "Clustering of discretely observed diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics 1077, Universitá degli Studi di Milano. [Downloadable!]

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