Report NEP-ETS-2003-07-29

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Other reports in NEP-ETS

The following items were anounced in this report:

• Liew Khim Sen & Ahmad Zubaidi Baharumshah & Choo Wei Chong & Habshah Midi, 2003. "A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model," GE, Growth, Math methods 0307005, EconWPA. [Downloadable!]
• Andrzej Kociêcki, 2003. "On Priors for Impulse Responses in Bayesian Structural VAR Models," Econometrics 0307006, EconWPA. [Downloadable!]
• Khim-Sen Liew & Kian-Ping Lim & Chee-Keong Choong, 2003. "On The Forecastability Of Asean-5 Stock Markets Returns Using Time Series Models," Finance 0307012, EconWPA. [Downloadable!]
• Andrea Cipollini & George Kapetanios, 2003. "A Dynamic Factor Analysis of Financial Contagion in Asia," Working Papers 498, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Ekaterina VOSTROKNUTOVA, 2003. "Shock Therapy? An I (2) Cointegration Analysis of the Russian Stabilization," Economics Working Papers ECO2003/16, European University Institute. [Downloadable!]
• K.P. Lim & M.J. Hinich & K.S. Liew, 2003. "GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market," Finance 0307013, EconWPA. [Downloadable!]
• Anindya BANERJEE & Paul MIZEN, 2003. "A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated," Economics Working Papers ECO2003/11, European University Institute. [Downloadable!]
• Venus Khim-sen Liew & Terence Tai- leung Chong, 2003. "Effects of STAR and TAR types nonlinearities on order selection criteria," Econometrics 0307005, EconWPA. [Downloadable!]
• Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong, 2003. "Are Asian Real Exchange Rates Stationary?," International Finance 0307002, EconWPA, revised 01 Nov 2004. [Downloadable!]
• Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003. "How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models," GE, Growth, Math methods 0307004, EconWPA. [Downloadable!]
• George Kapetanios & Yongcheol Shin & Andy Snell, 2003. "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers 497, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Keen Meng Choy & Kenneth Leong & Anthony S. Tay, 2003. "Non-Fundamental Expectations and Economic Fluctuations: Evidence from Professional Forecasts," Departmental Working Papers wp0306, National University of Singapore, Department of Economics. [Downloadable!]
• Liew Khim Sen & Mahendran Shitan, 2003. "The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models," GE, Growth, Math methods 0307003, EconWPA. [Downloadable!]
• Ahmad Zubaidi Baharumshah & Liew Khim Sen, 2003. "The Predictability of ASEAN-5 Exchange Rates," International Finance 0307004, EconWPA. [Downloadable!]
• Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, EconWPA. [Downloadable!]

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