## Report NEP-ETS-2005-12-09

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.Subscribe to this report: email, RSS or Twitter.

Other reports in NEP-ETS

The following items were announced in this report:

- Raul Crespo, 2005.
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**Total Factor Productivity: An Unobserved Components Approach**," Bristol Economics Discussion Papers 05/579, Department of Economics, University of Bristol, UK. - Carlo Altavilla & Paul De Grauwe, 2005.
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**Non-Linearities in the Relation between the Exchange Rate and its Fundamentals**," CESifo Working Paper Series, CESifo Group Munich 1561, CESifo Group Munich. - Joerg Breitung & M. Hashem Pesaran, 2005.
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**Unit Roots and Cointegration in Panels**," CESifo Working Paper Series, CESifo Group Munich 1565, CESifo Group Munich. - Eklund, Jana & Karlsson, Sune, 2005.
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**Forecast Combination and Model Averaging Using Predictive Measures**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5268, C.E.P.R. Discussion Papers. - Evans, Martin D.D., 2005.
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**Where Are We Now? Real-Time Estimates of the Macro Economy**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5270, C.E.P.R. Discussion Papers. - Aruoba, Boragan, 2005.
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**Data Revisions Are Not Well-Behaved**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5271, C.E.P.R. Discussion Papers. - Marcellino, Massimiliano, 2005.
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**Pooling-based data interpolation and backdating**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5295, C.E.P.R. Discussion Papers. - Inoue, Atsushi & Kilian, Lutz, 2005.
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**How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5304, C.E.P.R. Discussion Papers. - Lettau, Martin & van Nieuwerburgh, Stijn, 2005.
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**Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5355, C.E.P.R. Discussion Papers. - Timmermann, Allan G, 2005.
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**Forecast Combinations**," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5361, C.E.P.R. Discussion Papers. - Seung Hyun Hong & Peter C. B. Phillips, 2005.
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**Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity**," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1541, Cowles Foundation for Research in Economics, Yale University. - Matteo Manera & Giliola Frey, 2005.
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**Econometric Models of Asymmetric Price Transmission**," Working Papers, Fondazione Eni Enrico Mattei 2005.100, Fondazione Eni Enrico Mattei. - Matteo Manera & Alessandro Cologni, 2005.
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**Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries**," Working Papers, Fondazione Eni Enrico Mattei 2005.101, Fondazione Eni Enrico Mattei. - Hiroaki Chigira, 2005.
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**A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006)**," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d05-126, Institute of Economic Research, Hitotsubashi University. - Kirdan Lees & Troy Matheson, 2005.
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**Mind your Ps and Qs! Improving ARMA forecasts with RBC priors**," Reserve Bank of New Zealand Discussion Paper Series DP2005/02, Reserve Bank of New Zealand. - Pedro H. Albuquerque, 2005.
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**Optimal Time Interval Selection in Long-Run Correlation Estimation**," Econometrics, EconWPA 0511017, EconWPA, revised 27 Nov 2005.