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Report NEP-ETS-1999-08-04
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:
Item repec:wop:calsdi:9915 is not listed on IDEAS anymore
Charles S. Morris & Robert Neal & Douglas Rolph, 1998.
"Credit spreads and interest rates : a cointegration approach ,"
Research Working Paper
98-08, Federal Reserve Bank of Kansas City.
[Downloadable!] Michael J. Fleming & Jose A. Lopez, 1999.
"Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market ,"
Staff Reports
82, Federal Reserve Bank of New York.
[Downloadable!] Item repec:fip:fedgfe:99-11 is not listed on IDEAS anymore
Dean Croushore & Tom Stark, 1999.
"A real-time data set for macroeconomists ,"
Working Papers
99-4, Federal Reserve Bank of Philadelphia.
[Downloadable!] Item repec:wop:calsdi:9912 is not listed on IDEAS anymore
Andrew J. Filardo, 1998.
"Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model ,"
Research Working Paper
98-09, Federal Reserve Bank of Kansas City.
[Downloadable!] Item repec:wop:calsdi:9914 is not listed on IDEAS anymore
Lawrence J. Christiano & Terry J. Fitzgerald, 1999.
"The Band Pass Filter ,"
NBER Working Papers
7257, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) This page was last updated on 2009-12-13.
This information is provided to you by 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 .