Report NEP-ETS-2005-12-01This 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.
The following items were announced in this report:
- Roberto Tatiwa Ferreira & Luiz Ivan de Melo Castelar, 2005. "Forecasting Quarterly Brazilian Gdp Growth Rate With Linear And Nonlinear Diffusion Index Models," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting], ANPEC - AssociaÃ§Ã£o Nacional dos Centros de PÃ³sgraduaÃ§Ã£o em Economia [Brazilian Association of 029, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Siem Jan Koopman & Andr� Lucas & Robert J. Daniels, 2005. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," DNB Working Papers, Netherlands Central Bank, Research Department 055, Netherlands Central Bank, Research Department.
- Lawrence J. Christiano & Martin Eichenbaum & Robert J. Vigfusson, 2005. "Alternative procedures for estimating vector autoregressions identified with long-run restrictions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 842, Board of Governors of the Federal Reserve System (U.S.).
- Todd E. Clark & Kenneth D. West, 2005. "Approximately normal tests for equal predictive accuracy in nested models," Research Working Paper, Federal Reserve Bank of Kansas City RWP 05-05, Federal Reserve Bank of Kansas City.
- Federico Ravenna, 2005. "Vector Autoregressions and Reduced Form Representations of DSGE Models," 2005 Meeting Papers, Society for Economic Dynamics 841, Society for Economic Dynamics.
- Lawrence Christiano & Martin Eichenbaum, 2005. "Assessing the Usefulness of Structural Vector Autoregressions," 2005 Meeting Papers, Society for Economic Dynamics 902, Society for Economic Dynamics.
- M. Dossche & G. Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 05/340, Ghent University, Faculty of Economics and Business Administration.
- Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers, Trinity College Dublin, Department of Economics tep20021, Trinity College Dublin, Department of Economics.
- Francesco Bravo, . "Sieve Nonparametric Likelihood Methods for Unit Root Tests," Discussion Papers, Department of Economics, University of York 05/33, Department of Economics, University of York.
- Item repec:deu:dpaper:0405 is not listed on IDEAS anymore
- Zsolt Darvas & Gabor Vadas, 2005. "A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members," MNB Working Papers, Magyar Nemzeti Bank (the central bank of Hungary) 2005/05, Magyar Nemzeti Bank (the central bank of Hungary).