Report NEP-ECM-2009-10-17

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The following items were anounced in this report:

• Fève, P. & Matheron, J. & Sahuc, J-G., 2009. "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Documents de Travail 245, Banque de France. [Downloadable!]
• Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna. [Downloadable!]
• Chunrong Ai & Xiaohong Chen, 2009. "Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions," Cowles Foundation Discussion Papers 1731, Cowles Foundation, Yale University. [Downloadable!]
• Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009. "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers) 723, Bank of Italy, Economic Research Department. [Downloadable!]
• Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009. "Macroeconomic Forecasting and Structural Change," ECARES Working Papers 2009_020, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Steven T. Berry & Philip A. Haile, 2009. "Identification of a Heterogeneous Generalized Regression Model with Group Effects," Cowles Foundation Discussion Papers 1732, Cowles Foundation, Yale University. [Downloadable!]
• Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator," ECARES Working Papers 2009_021, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Deckers, Thomas & Hanck, Christoph, 2009. "Multiple Testing Techniques in Growth Econometrics," MPRA Paper 17843, University Library of Munich, Germany. [Downloadable!]
• Ming Yuan, 2009. "State price density estimation via nonparametric mixtures," Quantitative Finance Papers 0910.1430, arXiv.org. [Downloadable!]
• Guillaume Horny., 2009. "Inference in Mixed Proportional Hazard Models with K Random Effects," Documents de Travail 248, Banque de France. [Downloadable!]
• Victor, Aguirregabiria, 2009. "A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria," MPRA Paper 17805, University Library of Munich, Germany. [Downloadable!]
• Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney., 2009. "Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries," Documents de Travail 249, Banque de France. [Downloadable!]

This page was last updated on 2009-11-29.