Report NEP-ECM-2008-12-01

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The following items were anounced in this report:

• Per Frederiksen & Frank S. Nielsen, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-59, School of Economics and Management, University of Aarhus. [Downloadable!]
• Halbert White & Tae-Hwan Kim & Simone Manganelli, 2008. "Modeling autoregressive conditional skewness and kurtosis with Multi-quantile CAViaR," Working Paper Series 957, European Central Bank. [Downloadable!]
• Ignacio Rodríguez Carreño & L. Gila Useros, A. Malanda Trigueros, J. Navallas Irujo, J. Rodríguez Falces, S. Gómez Elvira, 2008. "Influence of Baseline Fluctuation Cancellation on Automatic Measurement of Motor Unit Action Potential Duration," Faculty Working Papers 13/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2008. "Modelling and measuring volatility," OFRC Working Papers Series 2008fe31, Oxford Financial Research Centre. [Downloadable!]
• Jumah, Adusei & Kunst, Robert M., 2008. "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series 231, Institute for Advanced Studies. [Downloadable!]
• Szabolcs Blazsek & Anna Downarowicz, 2008. "Regime switching models of hedge fund returns," Faculty Working Papers 12/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
• Luis A. Gil-Alana & Guglielmo M. Caporale, 2008. "Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks," Faculty Working Papers 11/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
• Schneider, Ulrike & Wagner, Martin, 2008. "Catching Growth Determinants with the Adaptive LASSO," Economics Series 232, Institute for Advanced Studies. [Downloadable!]
• Marta Cardin & Maddalena Manzi, 2008. "Multivariate dependence modeling using copulas," Working Papers 183, Department of Applied Mathematics, University of Venice. [Downloadable!]
• Luis A. Gil-Alana & Guglielmo M. Caporale, 2008. "Fractional integration and data frequency," Faculty Working Papers 10/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
• Luis A. Gil-Alana, 2008. "Time trend estimation with breaks in temperature time series," Faculty Working Papers 09/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
• Bartosz Maćkowiak & Frank Smets, 2008. "On implications of micro price data for macro models," Working Paper Series 960, European Central Bank. [Downloadable!]
• Nazaria Solferino & Robert J. Waldmann, 2008. "Predicting the Signs of Forecast Errors," CEIS Research Paper 135, Tor Vergata University, CEIS, revised 24 Nov 2008. [Downloadable!]

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