Report NEP-ECM-2009-06-03

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Other reports in NEP-ECM

The following items were anounced in this report:

• James Morley & Tara M. Sinclair, 2008. "Bootstrap Tests of Stationarity¢Ó," Working Papers 2008-11, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]
• Patrick GAGLIARDINI & Christian GOURIEROUX, 2008. "Efficiency in Large Dynamic Panel Models with Common Factor," Swiss Finance Institute Research Paper Series 09-12, Swiss Finance Institute, revised Mar 2009. [Downloadable!]
• Groen, Jan J J & Kapetanios, George & Price, Simon, 2009. "Multivariate methods for monitoring structural change," Bank of England working papers 369, Bank of England. [Downloadable!]
• Dominique Guégan, 2009. "A Meta-Distribution for Non-Stationary Samples," CREATES Research Papers 2009-24, School of Economics and Management, University of Aarhus. [Downloadable!]
• Fabio Canova, 2009. "Comment to "Weak Instruments Robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis," Economics Working Papers 1159, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Huiyu Huang & Tae-Hwy Lee, 2006. "To Combine Forecasts or to Combine Information?," Working Papers 200806, University of California at Riverside, Department of Economics, revised Feb 2009. [Downloadable!]
• Magne Mogstad and Matthew Wiswall, 2009. "How Linear Models Can Mask Non-Linear Causal Relationships. An Application to Family Size and Children's Education," Discussion Papers 586, Research Department of Statistics Norway. [Downloadable!]
• Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009. "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy," IMES Discussion Paper Series 09-E-13, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
• Gonzalo Fernández-de-Córdoba & José L. Torres, 2009. "Forecasting the Spanish economy with an Augmented VAR-DSGE model," Working Papers 2009-1, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center. [Downloadable!]
• Georges Dionne & Geneviève Gauthier & Nadia Ouertani, 2009. "Basket Options on Heterogeneous Underlying Assets," Cahiers de recherche 0918, CIRPEE. [Downloadable!]
• Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009. "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers 2009-22, School of Economics and Management, University of Aarhus. [Downloadable!]
• Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009. "Stochastic volatility of volatility in continuous time," CREATES Research Papers 2009-25, School of Economics and Management, University of Aarhus. [Downloadable!]
• Chris Bloor & Troy Matheson, 2009. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/02, Reserve Bank of New Zealand. [Downloadable!]
• Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2009. "Multipower Variation for Brownian Semistationary Processes," CREATES Research Papers 2009-21, School of Economics and Management, University of Aarhus. [Downloadable!]
• Filippo Domma & Sabrina Giordano & Mariangela Zenga, 2009. "The Fisher Information Matrix In Doubly Censored Data From The Dagum Distribution," Working Papers 200908, Università della Calabria, Dipartimento di Economia e Statistica. [Downloadable!]
• Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2008. "Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts," Working Papers 2008-010, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]
• Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008. [Downloadable!]
• David Baqaee, 2009. "Using wavelets to measure core inflation: the case in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/05, Reserve Bank of New Zealand. [Downloadable!]
• Li LIN & Ruo En REN & Didier SORNETTE, 2009. "A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals," Swiss Finance Institute Research Paper Series 09-14, Swiss Finance Institute. [Downloadable!]
• Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova, 2009. "Volatility Models : frrom GARCH to Multi-Horizon Cascades," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00390636_v1, HAL. [Downloadable!]
• Askitas, Nikos & Zimmermann, Klaus F., 2009. "Google Econometrics and Unemployment Forecasting," IZA Discussion Papers 4201, Institute for the Study of Labor (IZA). [Downloadable!]
• H.O. Stekler & Kazuta Sakamoto, 2008. "Evaluating Current Year Forecasts Made During the Year: A Japanese Example," Working Papers 2008-005, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]
• Dongming Zhu & John Galbraith, 2009. "Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution," CIRANO Working Papers 2009s-24, CIRANO. [Downloadable!]
• Edward N. Gamber & Tara M. Sinclair & H.O. Stekler & Elizabeth Reid, 2008. "Multivariate Forecast Errors and the Taylor Rule," Working Papers 2008-002, The George Washinton University, Department of Economics, Research Program on Forecasting, revised Aug 2008. [Downloadable!]
• Carlo Altavilla & Matteo Ciccarelli, 2009. "The Effects of Monetary Policy on Unemployment Dynamics Under Model Uncertainty. Evidence from the US and the Euro Area," CSEF Working Papers 231, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]

This page was last updated on 2009-11-22.