NEP-ETS-2003-03-03

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2003-03-03

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.

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Other reports in NEP-ETS

The following items were anounced in this report:

Imed Drine & Christophe Rault, 2002. "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests," William Davidson Institute Working Papers Series 504, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
Ralf BRUEGGEMANN & Hans-Martin KROLZIG & Helmut LUETKEPOHL, 2002. "Comparison of Model Reduction Methods for VAR Processes," Economics Working Papers ECO2002/19, European University Institute. [Downloadable!]
Tommaso PROIETTI, 2002. "Seasonal Specific Structural Time Series Models," Economics Working Papers ECO2002/10, European University Institute. [Downloadable!]
A. Espasa & P: Poncela & E. Senra, 2002. "Forecasting Monthly Us Consumer Price Indexes Through A Disaggregated I(2) Analysis," Statistics and Econometrics Working Papers ws020301, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Tommaso PROIETTI, 2002. "Some Reflections on Trend-Cycle Decompositions with Correlated Components," Economics Working Papers ECO2002/23, European University Institute. [Downloadable!]
Item repec:wop:calsdi:2003-02 is not listed on IDEAS anymore
Robert Rich & Joseph Tracy, 2003. "Modeling uncertainty: predictive accuracy as a proxy for predictive confidence," Staff Reports 161, Federal Reserve Bank of New York. [Downloadable!]
Iliyan GEORGIEV, 2002. "Functional Weak Limit Theory for Rare Outlying Events," Economics Working Papers ECO2002/22, European University Institute. [Downloadable!]
Michael PEDERSEN, 2002. "Finding Evidence of Stock Market Integration Applying a CAPM or Testing for Common Stochastic Trends. Is there a Connection?," Economics Working Papers ECO2002/17, European University Institute. [Downloadable!]
Laurini, M. P. & Portugal, M. S., 2003. "Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate," Finance Lab Working Papers flwp_51, Finance Lab, Ibmec São Paulo. [Downloadable!]
Item repec:man:cgbcrp:0327 is not listed on IDEAS anymore
Plamen Yossifov, 2003. "Estimation of a Money Demand Function for M2 in the U.S.A. in a Vector Error Correction Model," Macroeconomics 0302007, EconWPA. [Downloadable!]
Item repec:wop:calsdi:2003-01 is not listed on IDEAS anymore
Item repec:man:cgbcrp:0326 is not listed on IDEAS anymore
Laurini, M. P. & Portugal, M. S., 2003. "Long Memory int the R$/US$ Exchange Rate: A Robust Analysis," Finance Lab Working Papers flwp_50, Finance Lab, Ibmec São Paulo. [Downloadable!]

This page was last updated on 2009-12-6.

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