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Report NEP-ETS-2006-06-24
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 or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006.
"Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion Working Papers
06-14, Bank of Canada.
[Downloadable!] Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006.
"Forecasting Canadian Time Series with the New Keynesian Model Working Papers
06-4, Bank of Canada.
[Downloadable!] Mustafa Caglayan & Feng Jiang, 2006.
"Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach Working Papers
2006_8, Department of Economics, University of Glasgow.
[Downloadable!] Felicitas Nowak-Lehmann D. & Dierk Herzer & Sebastian Vollmer & Inmaculada Martínez-Zarzoso, 2006.
"Problems in Applying Dynamic Panel Data Models: Theoretical and Empirical Findings Ibero America Institute for Econ. Research (IAI) Discussion Papers
140, Ibero-America Institute for Economic Research.
[Downloadable!] Fève, Patrick & Guay, Alain, 2006.
"Identification of Technology Shocks in Structural VARs IDEI Working Papers
383, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!] Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006.
"Time Series Analysis PIER Working Paper Archive
06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Alain Coen & Francois-Éric Racicot, 2006.
"A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited RePAd Working Paper Series
UQO-DSA-wp142006, Département des sciences administratives, UQO.
[Downloadable!] This page was last updated on 2009-12-13.
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