Report NEP-ECM-2008-11-04This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.
The following items were announced in this report:
- Item repec:hal:paris1:halshs-00270719 is not listed on IDEAS anymore
- Alain Guay & Jean-François Lamarche, 2008. "The Information Content of Implied Probabilities to Detect Structural Change," Cahiers de recherche 0833, CIRPEE.
- Item repec:hal:paris1:halshs-00235179 is not listed on IDEAS anymore
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers 635, Queen Mary, University of London, School of Economics and Finance.
- Morten Ørregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," Working Papers 1185, Queen's University, Department of Economics.
- M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2008. "Estimating and Forecasting GARCH Volatility in the Presence of Outiers," Working Papers. Serie AD 2008-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Item repec:hal:paris1:halshs-00185369 is not listed on IDEAS anymore
- Item repec:hal:paris1:halshs-00275769 is not listed on IDEAS anymore
- Item repec:hal:paris1:halshs-00270708 is not listed on IDEAS anymore
- Item repec:hal:paris1:halshs-00259238 is not listed on IDEAS anymore
- Item repec:hal:paris1:halshs-00235448 is not listed on IDEAS anymore
- Mestre, Ricardo & McAdam, Peter, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Working Paper Series 0950, European Central Bank.
- D.S.G. Pollock, 2008. "Statistical Fourier Analysis: Clarifications and Interpretations," Discussion Papers in Economics 08/36, Department of Economics, University of Leicester.
- Angelini, Elena & Camba-Méndez, Gonzalo & Giannone, Domenico & Rünstler, Gerhard & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 0949, European Central Bank.
- Item repec:hal:paris1:halshs-00275767 is not listed on IDEAS anymore
- Angelini, Elena & Bańbura, Marta & Rünstler, Gerhard, 2008. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," Working Paper Series 0953, European Central Bank.
- Nii Ayi Armah & Norman R. Swanson, 2008. "Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments," Working Papers 08-25, Federal Reserve Bank of Philadelphia.
- Item repec:hal:paris1:hal-00287463 is not listed on IDEAS anymore
- Edward S. Knotek II & Stephen Terry, 2008. "Markov-chain approximations of vector autoregressions: application of general multivariate-normal integration techniques," Research Working Paper RWP 08-02, Federal Reserve Bank of Kansas City.
- Simon Luechinger & Alois Stutzer & Rainer Winkelmann, 2008. "Self-Selection and Subjective Well-Being: Copula Models with an Application to Public and Private Sector Work," SOEPpapers on Multidisciplinary Panel Data Research 135, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Item repec:hal:paris1:halshs-00277379 is not listed on IDEAS anymore
- Item repec:eca:wpaper:2008_030 is not listed on IDEAS anymore
- Alexander Staus, 2008. "Standard and Shuffled Halton Sequences in a Mixed Logit Model," Hohenheimer AgrarÃ¶konomische Arbeitsberichte 17, University of Hohenheim, Institute for Agricultural Policy and Agricultural Markets.
- Puigvert Gutiérrez, Josep Maria & Fortiana Gregori, Josep, 2008. "Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm," Working Paper Series 0948, European Central Bank.
- Santarossa, Gino, 2008.
"Note d'introduction sur l'évaluation d'impact d'un programme public par la méthode de régression par discontinuité
[The Evaluation of Public Program Effect Using Regression Discontinuity Method," MPRA Paper 11268, University Library of Munich, Germany.
- Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Post-Print halshs-00333582, HAL.
- Item repec:hal:paris1:halshs-00185374 is not listed on IDEAS anymore