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Report NEP-ETS-2000-06-12
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:
Andrea Brischetto & Graham Voss, 2000.
"Forecasting Australian Economic Activity Using Leading Indicators RBA Research Discussion Papers
rdp2000-02, Reserve Bank of Australia.
[Downloadable!] van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000.
"Smooth Transition Autoregressive Models - A Survey of Recent Developments Working Paper Series in Economics and Finance
380, Stockholm School of Economics, revised 17 Jan 2001.
[Downloadable!] John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 2000.
"Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums Boston College Working Papers in Economics
461, Boston College Department of Economics, revised 13 Jun 2001.
[Downloadable!] Giordani, Paolo & Soderlind, Paul, 2000.
"Inflation Forecast Uncertainty Working Paper Series in Economics and Finance
384, Stockholm School of Economics, revised 09 Oct 2000.
[Downloadable!] Medeiros, Marcelo & Veiga, Alvaro, 2000.
"Diagnostic Checking in a Flexible Nonlinear Time Series Model Working Paper Series in Economics and Finance
386, Stockholm School of Economics, revised 15 Jan 2001.
This page was last updated on 2008-10-5.
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 .