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Report NEP-ETS-2001-04-11
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:
Chang-Jin Kim & Jeremy Piger, 2000.
"Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations Discussion Papers in Economics at the University of Washington
0021, Department of Economics at the University of Washington.
[Downloadable!] Item repec:wop:cirano:2001s25 is not listed on IDEAS anymore
Chang-Jin Kim & James C. Morley & Charles Nelson, 2000.
"Is There a Structural Break in the Equity Premium? Discussion Papers in Economics at the University of Washington
0024, Department of Economics at the University of Washington.
[Downloadable!] James C. Morley & Charles Nelson & Eric Zivot, 2000.
"Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? Discussion Papers in Economics at the University of Washington
0013, Department of Economics at the University of Washington.
[Downloadable!] Amilon, Henrik, 2001.
"GARCH Estimation and Discrete Stock Prices Working Papers
2001:6, Lund University, Department of Economics, revised 03 Aug 2001.
[Downloadable!] M. Sensier & D. Van Dijk, 2001.
"Short-term volatility versus long-term growth Econometric Institute Report
219, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Chang-Jin Kim & James C. Morley & Charles Nelson, 2000.
"Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? Discussion Papers in Economics at the University of Washington
0023, Department of Economics at the University of Washington.
[Downloadable!] Amilon, Henrik & Byström, Hans, 1998.
"The Search for Chaos and Nonlinearities in Swedish Stock Index Returns Working Papers
1998:6, Lund University, Department of Economics.
[Downloadable!] This page was last updated on 2009-11-29.
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