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Report NEP-ETS-1998-11-20
This is the archive for NEP-ETS , a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Peter N. Ireland, 1998.
"Does the Time-Consistency Problem Explain the Behavior of Inflation in the United States? Boston College Working Papers in Economics
415, Boston College Department of Economics.
[Downloadable!] Fabio C. Bagliano & Carlo A. Favero, .
"Measuring Monetary Policy with VAR Models: an Evaluation Working Papers
132, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!] Skalin, Joakim, 1998.
"Testing linearity against smooth transition autoregression using a parametric bootstrap Working Paper Series in Economics and Finance
276, Stockholm School of Economics, revised 13 Dec 1998.
[Downloadable!] Neil R. Ericsson & Jaime Marquez, 1998.
"A framework for economic forecasting International Finance Discussion Papers
626, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] This page was last updated on 2009-12-6.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .