Report NEP-ETS-2004-01-18

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Other reports in NEP-ETS

The following items were anounced in this report:

• Martin Eichenbaum & Jonas D.M. Fisher, 2003. "Evaluating the Calvo model of sticky prices," Working Paper Series WP-03-23, Federal Reserve Bank of Chicago. [Downloadable!]
• Daniel L. Thornton, 2003. "Testing the expectations hypothesis: some new evidence for Japan," Working Papers 2003-033, Federal Reserve Bank of St. Louis. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Power and bipower variation with stochastic volatility and jumps," Economics Papers 2003-W17, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Ole E. Barndorff-Nielsen & Svend Erik Graversen & Neil Shephard, 2003. "Power variation & stochastic volatility: a review and some new results," Economics Papers 2003-W19, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Don U.A. Galagedera & Roland Shami, 2003. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial serurities," Monash Econometrics and Business Statistics Working Papers 20/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Ben Craig & Ernst Glatzer & Joachim Keller & Martin Scheicher, 2003. "The forecasting performance of German stock option densities," Working Paper 0312, Federal Reserve Bank of Cleveland. [Downloadable!]
• Darrel Cohen & Glenn Follette, 2003. "Forecasting exogenous fiscal variables in the United States," Finance and Economics Discussion Series 2003-59, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Jurgen A. Doornik & Marius Ooms, 2003. "Multimodality in the GARCH Regression Model," Economics Papers 2003-W20, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Item repec:cla:penntw:cae679cdc2e020f74d692ae73e6d291 is not listed on IDEAS anymore

• Ben R. Craig & Joachim G. Keller, 2003. "The empirical performance of option-based densities of foreign exchange," Working Paper 0313, Federal Reserve Bank of Cleveland. [Downloadable!]
• Item repec:cla:penntw:6c418113c19a91c029047e10212054f is not listed on IDEAS anymore

• Item repec:cla:uclaol:278 is not listed on IDEAS anymore

• Bent Nielsen, 2003. "Power of tests for unit roots in the presence of a linear trend," Economics Papers 2003-W22, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Joseph W. Gruber, 2003. "Productivity growth and the Phillips curve in Canada," International Finance Discussion Papers 787, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Brian M. Doyle & Jon Faust, 2003. "Breaks in the variability and co-movement of G-7 economic growth," International Finance Discussion Papers 786, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Richard Luger, 2004. "Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates," Working Papers 04-2, Bank of Canada. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Econometrics of testing for jumps in financial economics using bipower variation," Economics Papers 2003-W21, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

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