NEP-ETS-2005-12-01

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2005-12-01

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:

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] 029, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
Siem Jan Koopman & André Lucas & Robert J. Daniels, 2005. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," DNB Working Papers 055, Netherlands Central Bank, Research Department. [Downloadable!]
Lawrence J. Christiano & Martin Eichenbaum & Robert J. Vigfusson, 2005. "Alternative procedures for estimating vector autoregressions identified with long-run restrictions," International Finance Discussion Papers 842, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Todd E. Clark & Kenneth D. West, 2005. "Approximately normal tests for equal predictive accuracy in nested models," Research Working Paper RWP 05-05, Federal Reserve Bank of Kansas City. [Downloadable!]
Federico Ravenna, 2005. "Vector Autoregressions and Reduced Form Representations of DSGE Models," 2005 Meeting Papers 841, Society for Economic Dynamics. [Downloadable!]
Lawrence Christiano & Martin Eichenbaum, 2005. "Assessing the Usefulness of Structural Vector Autoregressions," 2005 Meeting Papers 902, Society for Economic Dynamics. [Downloadable!]
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 05/340, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
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 tep20021, Trinity College Dublin, Department of Economics. [Downloadable!]
Francesco Bravo, . "Sieve Nonparametric Likelihood Methods for Unit Root Tests," Discussion Papers 05/33, Department of Economics, University of York. [Downloadable!]
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 2005/05, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]

This page was last updated on 2009-11-29.

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