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Report NEP-ETS-2006-07-09
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 or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Norman Morin, 2006.
"Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements Finance and Economics Discussion Series
2006-21, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Todd E. Clark & Michael W. McCracken, 2006.
"Forecasting of small macroeconomic VARs in the presence of instabilities Research Working Paper
RWP 06-09, Federal Reserve Bank of Kansas City.
[Downloadable!] James H. Stock & Mark W. Watson, 2006.
"Why Has U.S. Inflation Become Harder to Forecast? NBER Working Papers
12324, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Anders B. Trolle & Eduardo S. Schwartz, 2006.
"A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives NBER Working Papers
12337, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2006.
"Assessing Structural VARs NBER Working Papers
12353, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) This page was last updated on 2009-12-13.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .